-6.4%
T vs TGT
+86.7%
-93.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.6% | +0.7% |
| 7D | +5.5% | +9.5% | -4.0% | +3.1% |
| 30D | -8.9% | +6.6% | -15.5% | -10.2% |
| 3M | -5.6% | +11.0% | -16.5% | -8.0% |
| 6M | -14.3% | +29.9% | -44.1% | -18.9% |
| YTD | -7.9% | +71.4% | -79.4% | -15.2% |
| 1Y | -6.4% | +88.6% | -95.0% | -15.3% |
| All | -6.4% | +86.7% | -93.2% | -15.3% |
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