-75.5%
SMR vs TGT
+78.4%
-154.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.1% | -15.7% | -15.7% |
| 7D | -11.2% | -5.2% | -6.0% | -10.2% |
| 30D | -10.2% | +1.2% | -11.4% | -11.0% |
| 3M | -10.0% | +18.4% | -28.4% | -15.0% |
| 6M | -30.5% | +33.4% | -63.9% | -38.2% |
| YTD | -39.2% | +63.8% | -103.0% | -50.4% |
| 1Y | -75.5% | +77.2% | -152.7% | -82.3% |
| All | -75.5% | +78.4% | -154.0% | -82.3% |
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