+11.1%
SMR vs TGT
-16.8%
+28.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.1% | +16.3% | +15.6% |
| 7D | +21.4% | -0.6% | +22.0% | +21.6% |
| 30D | +13.8% | +9.5% | +4.3% | +10.0% |
| 3M | +3.9% | +32.3% | -28.4% | -7.2% |
| 6M | -4.2% | +37.0% | -41.2% | -15.8% |
| YTD | -21.1% | +71.0% | -92.1% | -36.3% |
| 1Y | -67.1% | +85.0% | -152.1% | -74.3% |
| 3Y | +88.9% | +46.8% | +42.0% | +53.4% |
| All | +11.1% | -16.8% | +28.0% | -7.5% |
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