+343.3%
SPGI vs TGT
+206.3%
+137.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +1.2% | +2.6% | -1.4% | +0.6% |
| 30D | +15.9% | +4.7% | +11.2% | +14.6% |
| 3M | +12.3% | +4.6% | +7.7% | +11.0% |
| 6M | +23.7% | +34.9% | -11.2% | +14.7% |
| YTD | -3.5% | +70.9% | -74.5% | -15.9% |
| 1Y | +0.4% | +84.4% | -83.9% | -14.2% |
| 3Y | +29.9% | +69.1% | -39.2% | +7.9% |
| 5Y | +15.2% | -26.9% | +42.1% | +17.8% |
| All | +343.3% | +206.3% | +137.1% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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