+78.5%
TGT vs SM
+51.5%
+27.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.1% |
| 7D | -5.0% | +2.1% | -7.2% | -5.0% |
| 30D | +3.0% | +18.1% | -15.1% | +3.3% |
| 3M | +22.6% | +17.0% | +5.6% | +22.8% |
| 6M | +31.2% | +55.4% | -24.2% | +28.9% |
| YTD | +63.7% | +108.6% | -44.8% | +55.3% |
| 1Y | +78.5% | +45.7% | +32.8% | +77.1% |
| All | +78.5% | +51.5% | +27.0% | +77.1% |
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