+84.4%
TGT vs SM
+84.2%
+0.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | +2.6% | +9.4% | -6.8% | +3.4% |
| 30D | +4.7% | -14.4% | +19.0% | +3.7% |
| 3M | +4.6% | +1.6% | +3.0% | +4.4% |
| 6M | +34.9% | +6.3% | +28.5% | +34.9% |
| YTD | +70.9% | +78.8% | -7.9% | +63.3% |
| 1Y | +84.4% | +83.1% | +1.2% | +75.5% |
| All | +84.4% | +84.2% | +0.1% | +75.5% |
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