+5,164.6%
TGT vs SM
+1,608.3%
+3,556.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +12.2% | +26.3% | -14.1% | +9.9% |
| 3M | +33.8% | +8.7% | +25.1% | +32.4% |
| 6M | +39.3% | +51.7% | -12.4% | +33.3% |
| YTD | +72.9% | +99.0% | -26.2% | +61.4% |
| 1Y | +84.6% | +34.6% | +50.0% | +77.7% |
| 3Y | +46.2% | -7.8% | +54.0% | +43.6% |
| 5Y | -21.3% | +104.8% | -126.1% | -28.7% |
| 10Y | +213.5% | +7.2% | +206.3% | +154.8% |
| All | +5,164.6% | +1,608.3% | +3,556.3% | +2,873.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling