-66.9%
SE vs TGT
-26.4%
-40.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -4.8% | -5.0% | +0.3% | -2.6% |
| 30D | -18.1% | +3.0% | -21.2% | -19.5% |
| 3M | +30.6% | +22.6% | +8.0% | +18.3% |
| 6M | +20.8% | +31.2% | -10.4% | +5.7% |
| YTD | -15.6% | +63.7% | -79.3% | -34.6% |
| 1Y | -44.2% | +78.5% | -122.7% | -58.9% |
| 3Y | +181.5% | +40.5% | +141.0% | +106.2% |
| 5Y | -66.9% | -25.6% | -41.3% | -63.7% |
| All | -66.9% | -26.4% | -40.5% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling