+3.7%
U vs TGT
+84.5%
-80.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -3.8% | +0.8% | -4.6% | -3.9% |
| 30D | +17.5% | +12.2% | +5.3% | +15.0% |
| 3M | +38.7% | +33.8% | +4.9% | +31.7% |
| 6M | +104.4% | +39.3% | +65.1% | +90.9% |
| YTD | -5.7% | +72.9% | -78.5% | -16.5% |
| 1Y | +3.7% | +84.6% | -80.9% | -14.2% |
| All | +3.7% | +84.5% | -80.8% | -14.2% |
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