+28.5%
TGT vs SN
+447.8%
-419.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -5.2% | -7.3% | +2.0% | -3.6% |
| 30D | +1.2% | -13.6% | +14.8% | +4.5% |
| 3M | +18.4% | +18.6% | -0.2% | +13.0% |
| 6M | +33.4% | +46.0% | -12.5% | +20.5% |
| YTD | +63.8% | +43.7% | +20.1% | +48.2% |
| 1Y | +77.2% | +39.2% | +38.0% | +60.8% |
| 3Y | +41.8% | +306.5% | -264.7% | +11.5% |
| All | +28.5% | +447.8% | -419.3% | +1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling