+276.4%
TGT vs SNAP
-77.2%
+353.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.7% |
| 7D | +0.8% | +0.7% | 0.0% | +0.7% |
| 30D | +12.2% | +2.6% | +9.6% | +11.7% |
| 3M | +33.8% | -9.9% | +43.7% | +34.4% |
| 6M | +39.3% | +1.9% | +37.4% | +37.5% |
| YTD | +72.9% | -32.2% | +105.1% | +77.5% |
| 1Y | +84.6% | -22.8% | +107.4% | +86.2% |
| 3Y | +46.2% | -47.6% | +93.8% | +48.0% |
| 5Y | -21.3% | -92.7% | +71.4% | -13.3% |
| All | +276.4% | -77.2% | +353.6% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling