+214.2%
TGT vs SNY
+67.2%
+147.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | -3.5% | -2.1% | -1.4% | -3.0% |
| 30D | +2.7% | -0.9% | +3.6% | +3.0% |
| 3M | +18.3% | -2.1% | +20.3% | +18.8% |
| 6M | +37.6% | +4.9% | +32.7% | +35.7% |
| YTD | +66.8% | -5.6% | +72.5% | +68.8% |
| 1Y | +83.6% | -2.8% | +86.3% | +84.0% |
| 3Y | +42.0% | -8.7% | +50.7% | +42.3% |
| 5Y | -23.4% | +11.2% | -34.6% | -29.0% |
| 10Y | +214.2% | +66.5% | +147.6% | +152.9% |
| All | +214.2% | +67.2% | +147.0% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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