-25.0%
TGT vs SM
+119.2%
-144.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -3.6% | -0.2% | -3.3% | -3.6% |
| 30D | +4.4% | +20.3% | -15.9% | +1.2% |
| 3M | +25.4% | +22.9% | +2.4% | +20.4% |
| 6M | +33.4% | +47.8% | -14.5% | +22.3% |
| YTD | +65.6% | +107.5% | -41.9% | +41.7% |
| 1Y | +80.3% | +51.7% | +28.6% | +63.1% |
| 3Y | +42.1% | -0.9% | +43.0% | +34.2% |
| 5Y | -25.0% | +112.2% | -137.3% | -36.2% |
| All | -25.0% | +119.2% | -144.2% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling