+19.0%
SPGI vs TGT
+46.0%
-27.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.1% |
| 7D | -2.5% | -0.6% | -1.8% | -2.4% |
| 30D | +5.4% | +9.5% | -4.1% | +4.3% |
| 3M | +9.0% | +32.3% | -23.2% | +5.5% |
| 6M | +0.8% | +37.0% | -36.2% | -3.1% |
| YTD | -12.6% | +71.0% | -83.6% | -18.4% |
| 1Y | -16.1% | +85.0% | -101.2% | -22.7% |
| 3Y | +19.0% | +46.8% | -27.8% | +11.0% |
| All | +19.0% | +46.0% | -27.0% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling