+2,448.5%
SAP vs TGT
+4,438.2%
-1,989.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | +0.6% | +2.6% | -2.0% | -0.2% |
| 30D | +6.5% | +4.7% | +1.9% | +4.8% |
| 3M | +12.2% | +4.6% | +7.7% | +10.3% |
| 6M | +46.1% | +34.9% | +11.2% | +31.7% |
| YTD | -1.6% | +70.9% | -72.5% | -18.6% |
| 1Y | -5.1% | +84.4% | -89.5% | -23.5% |
| 3Y | +68.4% | +69.1% | -0.8% | +32.0% |
| 5Y | +79.4% | -26.9% | +106.4% | +80.8% |
| 10Y | +230.5% | +207.6% | +22.8% | +86.4% |
| All | +2,448.5% | +4,438.2% | -1,989.8% | +445.8% |
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