+256.5%
TGT vs SNAP
-77.0%
+333.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.5% |
| 7D | -5.0% | -3.2% | -1.9% | -4.8% |
| 30D | +3.0% | +0.2% | +2.9% | +2.8% |
| 3M | +22.6% | +2.6% | +20.0% | +21.6% |
| 6M | +31.2% | +12.4% | +18.8% | +28.2% |
| YTD | +63.7% | -31.6% | +95.3% | +67.9% |
| 1Y | +78.5% | -21.7% | +100.2% | +79.8% |
| 3Y | +40.5% | -41.2% | +81.7% | +40.7% |
| 5Y | -25.6% | -92.6% | +67.0% | -18.1% |
| All | +256.5% | -77.0% | +333.5% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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