+45.3%
SO vs TGT
+46.0%
-0.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +1.0% | -0.6% | +1.7% | +1.1% |
| 30D | -3.2% | +9.5% | -12.7% | -3.7% |
| 3M | -1.7% | +32.3% | -34.0% | -3.2% |
| 6M | -7.2% | +37.0% | -44.2% | -8.8% |
| YTD | +4.6% | +71.0% | -66.5% | +1.4% |
| 1Y | +1.2% | +85.0% | -83.8% | -2.4% |
| 3Y | +45.3% | +46.8% | -1.6% | +46.7% |
| All | +45.3% | +46.0% | -0.8% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling