+241.6%
TGT vs SFM
+132.6%
+109.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.3% |
| 7D | +0.8% | -0.1% | +0.8% | +0.8% |
| 30D | +12.2% | -4.4% | +16.6% | +13.0% |
| 3M | +33.8% | +1.5% | +32.3% | +32.8% |
| 6M | +39.3% | +6.5% | +32.8% | +36.3% |
| YTD | +72.9% | +2.2% | +70.7% | +70.2% |
| 1Y | +84.6% | -41.9% | +126.4% | +100.6% |
| 3Y | +46.2% | +106.8% | -60.5% | +20.4% |
| 5Y | -21.3% | +231.6% | -252.9% | -42.6% |
| 10Y | +213.5% | +258.4% | -44.9% | +112.8% |
| All | +241.6% | +132.6% | +109.0% | +147.3% |
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