-25.1%
TGT vs SYY
+23.4%
-48.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -5.2% | +3.9% | -9.2% | -7.2% |
| 30D | +1.2% | -1.7% | +2.9% | +2.1% |
| 3M | +18.4% | +5.2% | +13.2% | +15.0% |
| 6M | +33.4% | -0.2% | +33.6% | +32.1% |
| YTD | +63.8% | +15.4% | +48.4% | +47.3% |
| 1Y | +77.2% | +5.6% | +71.6% | +68.1% |
| 3Y | +41.8% | +28.9% | +12.9% | +17.0% |
| All | -25.1% | +23.4% | -48.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 5y: compounded portfolio wealth divided by compounded SYY 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…
5y analysis · Full analysis span regression · 6 months rolling