+46.8%
TGT vs SNAP
-43.9%
+90.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -1.0% |
| 7D | -0.6% | +1.5% | -2.1% | -0.8% |
| 30D | +9.5% | +1.9% | +7.6% | +9.0% |
| 3M | +32.3% | -3.9% | +36.2% | +32.0% |
| 6M | +37.0% | +5.2% | +31.8% | +34.3% |
| YTD | +71.0% | -32.7% | +103.8% | +77.6% |
| 1Y | +85.0% | -24.8% | +109.8% | +87.9% |
| 3Y | +46.8% | -42.2% | +89.0% | +40.6% |
| All | +46.8% | -43.9% | +90.7% | +40.6% |
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