+43.2%
TER vs TGT
+86.7%
-43.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.6% | -12.5% | -6.0% |
| 7D | -19.9% | +9.5% | -29.4% | -18.9% |
| 30D | -43.5% | +6.6% | -50.1% | -42.9% |
| 3M | -37.8% | +11.0% | -48.7% | -37.3% |
| 6M | -25.6% | +29.9% | -55.4% | -28.2% |
| YTD | +29.8% | +71.4% | -41.6% | +12.5% |
| 1Y | +43.2% | +88.6% | -45.4% | +18.0% |
| All | +43.2% | +86.7% | -43.6% | +18.0% |
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