+56.8%
SAP vs TGT
-21.7%
+78.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -0.3% | -0.6% | +0.4% | -0.1% |
| 30D | +2.6% | +9.5% | -6.9% | +0.8% |
| 3M | +16.3% | +32.3% | -16.0% | +10.3% |
| 6M | +6.4% | +37.0% | -30.6% | 0.0% |
| YTD | -11.4% | +71.0% | -82.5% | -20.5% |
| 1Y | -20.4% | +85.0% | -105.4% | -29.8% |
| 3Y | +56.5% | +46.8% | +9.7% | +38.5% |
| 5Y | +56.8% | -22.7% | +79.5% | +56.8% |
| All | +56.8% | -21.7% | +78.5% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling