+237.7%
TGT vs SFM
+48.8%
+188.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +2.6% | +6.0% | -3.4% | +1.5% |
| 30D | +4.7% | -19.5% | +24.1% | +8.1% |
| 3M | +4.6% | -37.0% | +41.6% | +12.8% |
| 6M | +34.9% | -41.0% | +75.9% | +46.7% |
| YTD | +70.9% | -34.6% | +105.6% | +81.2% |
| 1Y | +84.4% | -36.3% | +120.6% | +96.3% |
| 3Y | +69.1% | +24.5% | +44.6% | +51.9% |
| 5Y | -26.9% | +115.9% | -142.8% | -42.7% |
| 10Y | +207.6% | +139.5% | +68.1% | +124.2% |
| All | +237.7% | +48.8% | +188.9% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling