+84.6%
TGT vs SN
+46.4%
+38.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +0.8% | -9.3% | +10.1% | +2.6% |
| 30D | +12.2% | -4.8% | +17.0% | +13.0% |
| 3M | +33.8% | +40.4% | -6.6% | +22.9% |
| 6M | +39.3% | +50.9% | -11.7% | +25.7% |
| YTD | +72.9% | +54.9% | +17.9% | +55.0% |
| 1Y | +84.6% | +43.0% | +41.5% | +64.5% |
| All | +84.6% | +46.4% | +38.2% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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