+2,435.9%
SAP vs TGT
+4,447.5%
-2,011.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.0% |
| 7D | +1.5% | +5.5% | -4.0% | -0.3% |
| 30D | +8.8% | +6.0% | +2.8% | +6.6% |
| 3M | +12.1% | +8.0% | +4.1% | +9.0% |
| 6M | +34.6% | +32.3% | +2.3% | +22.0% |
| YTD | -2.1% | +71.3% | -73.4% | -19.0% |
| 1Y | -5.5% | +86.8% | -92.4% | -24.2% |
| 3Y | +67.4% | +67.9% | -0.4% | +31.7% |
| 5Y | +74.6% | -25.1% | +99.6% | +74.3% |
| 10Y | +224.0% | +211.8% | +12.2% | +81.9% |
| All | +2,435.9% | +4,447.5% | -2,011.6% | +442.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling