+589.4%
SE vs TGT
+251.7%
+337.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.1% | +0.8% | -6.9% | -6.4% |
| 30D | -2.5% | +12.2% | -14.6% | -7.2% |
| 3M | +21.7% | +33.8% | -12.1% | +7.5% |
| 6M | +27.0% | +39.3% | -12.3% | +10.1% |
| YTD | -12.1% | +72.9% | -85.0% | -31.4% |
| 1Y | -40.9% | +84.6% | -125.5% | -55.5% |
| 3Y | +191.0% | +46.2% | +144.8% | +124.8% |
| 5Y | -68.3% | -21.3% | -46.9% | -67.9% |
| All | +589.4% | +251.7% | +337.7% | +385.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling