+107.7%
SHOP vs TGT
+46.0%
+61.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -7.1% |
| 7D | -4.1% | -0.6% | -3.5% | -3.8% |
| 30D | -11.5% | +9.5% | -21.1% | -14.9% |
| 3M | +21.1% | +32.3% | -11.2% | +7.6% |
| 6M | +3.0% | +37.0% | -34.0% | -10.4% |
| YTD | -16.7% | +71.0% | -87.7% | -34.7% |
| 1Y | -8.3% | +85.0% | -93.3% | -31.0% |
| All | +107.7% | +46.0% | +61.7% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling