+88.6%
TGT vs SM
+70.4%
+18.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -15.3% | +20.9% | +4.3% |
| 7D | +9.5% | -21.5% | +31.0% | +7.6% |
| 30D | +6.6% | -11.4% | +18.0% | +5.5% |
| 3M | +11.0% | +0.6% | +10.3% | +10.5% |
| 6M | +29.9% | +0.2% | +29.6% | +29.5% |
| YTD | +71.4% | +69.7% | +1.8% | +65.9% |
| 1Y | +88.6% | +71.6% | +17.0% | +81.5% |
| All | +88.6% | +70.4% | +18.2% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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