+35.3%
TGT vs S
+39.7%
-4.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | -1.1% |
| 7D | +2.6% | +4.1% | -1.5% | +2.6% |
| 30D | +6.6% | -7.2% | +13.8% | +6.5% |
| 3M | +5.2% | 0.0% | +5.3% | +4.9% |
| 6M | +35.3% | +41.6% | -6.3% | +38.8% |
| All | +35.3% | +39.7% | -4.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 6mo: compounded portfolio wealth divided by compounded S 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…
6mo analysis · Full analysis span regression · 6 months rolling