-14.4%
SMR vs TGT
-20.3%
+5.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.1% | -15.7% | -15.7% |
| 7D | -11.2% | -5.2% | -6.0% | -9.6% |
| 30D | -10.2% | +1.2% | -11.4% | -10.8% |
| 3M | -10.0% | +18.4% | -28.4% | -16.2% |
| 6M | -30.5% | +33.4% | -63.9% | -38.3% |
| YTD | -39.2% | +63.8% | -103.0% | -50.2% |
| 1Y | -75.5% | +77.2% | -152.7% | -80.6% |
| 3Y | +45.4% | +41.8% | +3.7% | +19.8% |
| All | -14.4% | -20.3% | +5.9% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling