+41.8%
TGT vs SNY
-9.6%
+51.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -5.2% | -3.3% | -1.9% | -4.5% |
| 30D | +1.2% | -2.2% | +3.3% | +1.7% |
| 3M | +18.4% | -3.0% | +21.4% | +19.2% |
| 6M | +33.4% | +2.7% | +30.7% | +32.7% |
| YTD | +63.8% | -6.8% | +70.7% | +65.9% |
| 1Y | +77.2% | -5.3% | +82.4% | +78.6% |
| 3Y | +41.8% | -9.8% | +51.6% | +43.6% |
| All | +41.8% | -9.6% | +51.4% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling