+43.3%
TGT vs SBAC
-8.7%
+52.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | -3.6% | +0.2% | -3.7% | -3.6% |
| 30D | +4.4% | +3.9% | +0.6% | +3.7% |
| 3M | +25.4% | -8.2% | +33.5% | +27.0% |
| 6M | +33.4% | -2.8% | +36.2% | +33.5% |
| YTD | +65.6% | -1.5% | +67.1% | +65.0% |
| 1Y | +80.3% | 0.0% | +80.3% | +78.8% |
| All | +43.3% | -8.7% | +52.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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