+1.5%
SMR vs TGT
-20.4%
+21.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.4% | -5.2% |
| 7D | +4.7% | -5.0% | +9.8% | +6.6% |
| 30D | +3.2% | +3.0% | +0.2% | +1.9% |
| 3M | +9.9% | +22.6% | -12.7% | +1.0% |
| 6M | -15.1% | +31.2% | -46.3% | -24.2% |
| YTD | -27.9% | +63.7% | -91.6% | -40.9% |
| 1Y | -70.2% | +78.5% | -148.7% | -76.5% |
| 3Y | +72.5% | +40.5% | +31.9% | +42.3% |
| All | +1.5% | -20.4% | +21.9% | -14.2% |
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