+83.2%
TGT vs SN
+143.9%
-60.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +0.5% | +3.5% | -3.0% | -0.3% |
| 30D | +6.7% | +19.4% | -12.8% | +2.7% |
| 3M | +8.4% | +20.9% | -12.5% | +3.8% |
| 6M | +40.7% | +111.1% | -70.4% | +16.8% |
| YTD | +72.2% | +102.8% | -30.6% | +43.9% |
| All | +83.2% | +143.9% | -60.7% | +43.0% |
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