+203.6%
TGT vs SFM
+271.4%
-67.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -5.2% | -10.6% | +5.4% | -3.1% |
| 30D | +1.2% | -15.5% | +16.7% | +4.5% |
| 3M | +18.4% | -17.4% | +35.8% | +22.5% |
| 6M | +33.4% | -3.4% | +36.9% | +33.0% |
| YTD | +63.8% | -8.7% | +72.5% | +64.7% |
| 1Y | +77.2% | -47.2% | +124.3% | +97.7% |
| 3Y | +41.8% | +82.7% | -40.9% | +16.7% |
| 5Y | -25.5% | +214.3% | -239.8% | -47.5% |
| All | +203.6% | +271.4% | -67.8% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling