-73.1%
SMR vs TGT
+84.5%
-157.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +4.4% | +0.8% | +3.6% | +4.2% |
| 30D | +3.4% | +12.2% | -8.8% | +0.3% |
| 3M | -19.2% | +33.8% | -53.0% | -26.7% |
| 6M | -22.6% | +39.3% | -61.9% | -31.7% |
| YTD | -31.5% | +72.9% | -104.4% | -44.6% |
| 1Y | -73.1% | +84.6% | -157.6% | -80.8% |
| All | -73.1% | +84.5% | -157.6% | -80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling