+12.0%
TGT vs SARO
-22.5%
+34.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.1% |
| 7D | -5.2% | -3.1% | -2.1% | -4.9% |
| 30D | +1.2% | -12.2% | +13.4% | +2.5% |
| 3M | +18.4% | -7.4% | +25.7% | +18.4% |
| 6M | +33.4% | -15.3% | +48.7% | +35.1% |
| YTD | +63.8% | -16.2% | +80.0% | +66.0% |
| 1Y | +77.2% | -12.1% | +89.3% | +77.3% |
| All | +12.0% | -22.5% | +34.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 all: compounded portfolio wealth divided by compounded SARO 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…
all analysis · Full analysis span regression · 6 months rolling