+5.1%
SPGI vs TGT
-21.7%
+26.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | -2.5% | -0.6% | -1.8% | -2.3% |
| 30D | +5.4% | +9.5% | -4.1% | +3.4% |
| 3M | +9.0% | +32.3% | -23.2% | +2.6% |
| 6M | +0.8% | +37.0% | -36.2% | -6.2% |
| YTD | -12.6% | +71.0% | -83.6% | -22.7% |
| 1Y | -16.1% | +85.0% | -101.2% | -27.4% |
| 3Y | +19.0% | +46.8% | -27.8% | +3.4% |
| 5Y | +5.1% | -22.7% | +27.8% | +9.6% |
| All | +5.1% | -21.7% | +26.7% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling