+115.3%
SPOT vs TGT
-25.8%
+141.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.1% | -5.2% | +2.2% | -1.8% |
| 30D | +7.4% | +1.2% | +6.2% | +6.9% |
| 3M | +8.2% | +18.4% | -10.2% | +3.6% |
| 6M | +2.2% | +33.4% | -31.2% | -5.1% |
| YTD | -9.5% | +63.8% | -73.3% | -20.2% |
| 1Y | -23.8% | +77.2% | -101.0% | -34.3% |
| 3Y | +233.5% | +41.8% | +191.7% | +180.2% |
| All | +115.3% | -25.8% | +141.1% | +120.7% |
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 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