+70.4%
TGT vs SNAP
-52.9%
+123.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | -0.2% |
| 7D | +0.5% | -9.8% | +10.3% | +1.6% |
| 30D | +6.7% | -18.2% | +24.9% | +8.9% |
| 3M | +8.4% | -3.1% | +11.5% | +8.1% |
| 6M | +40.7% | -7.1% | +47.8% | +40.3% |
| YTD | +72.2% | -33.8% | +106.1% | +78.6% |
| 1Y | +86.2% | -39.0% | +125.2% | +95.2% |
| All | +70.4% | -52.9% | +123.3% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling