+201.6%
TGT vs SM
+18.0%
+183.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | +2.6% | +9.4% | -6.8% | +2.0% |
| 30D | +4.7% | -14.4% | +19.0% | +5.4% |
| 3M | +4.6% | +1.6% | +3.0% | +4.0% |
| 6M | +34.9% | +6.3% | +28.5% | +33.4% |
| YTD | +70.9% | +78.8% | -7.9% | +62.5% |
| 1Y | +84.4% | +83.1% | +1.2% | +74.9% |
| 3Y | +69.1% | -5.9% | +75.0% | +65.9% |
| 5Y | -26.9% | +4.8% | -31.7% | -29.3% |
| All | +201.6% | +18.0% | +183.6% | +172.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling