+84.6%
TGT vs SFM
-41.4%
+126.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.1% |
| 7D | +0.8% | -0.1% | +0.8% | +0.8% |
| 30D | +12.2% | -4.4% | +16.6% | +12.7% |
| 3M | +33.8% | +1.5% | +32.3% | +33.1% |
| 6M | +39.3% | +6.5% | +32.8% | +37.4% |
| YTD | +72.9% | +2.2% | +70.7% | +71.3% |
| 1Y | +84.6% | -41.9% | +126.4% | +97.4% |
| All | +84.6% | -41.4% | +126.0% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling