-14.6%
SHOP vs TGT
-25.5%
+11.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.3% | -3.6% |
| 7D | -10.6% | -3.6% | -7.1% | -8.6% |
| 30D | -18.3% | +4.4% | -22.7% | -20.5% |
| 3M | +14.8% | +25.4% | -10.5% | +0.2% |
| 6M | -5.0% | +33.4% | -38.4% | -20.9% |
| YTD | -21.2% | +65.6% | -86.8% | -43.0% |
| 1Y | -11.6% | +80.3% | -91.9% | -39.8% |
| 3Y | +101.2% | +42.1% | +59.1% | +43.1% |
| All | -14.6% | -25.5% | +11.0% | -5.5% |
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