+12,805.2%
SPGI vs TGT
+6,036.1%
+6,769.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -8.9% | -5.0% | -3.9% | -7.5% |
| 30D | +0.6% | +3.0% | -2.4% | -0.3% |
| 3M | +2.0% | +22.6% | -20.6% | -4.3% |
| 6M | +0.1% | +31.2% | -31.1% | -8.3% |
| YTD | -16.4% | +63.7% | -80.1% | -28.5% |
| 1Y | -18.9% | +78.5% | -97.4% | -32.7% |
| 3Y | +13.8% | +40.5% | -26.8% | -3.2% |
| 5Y | +0.5% | -25.6% | +26.1% | +1.1% |
| 10Y | +288.9% | +204.7% | +84.2% | +140.1% |
| All | +12,805.2% | +6,036.1% | +6,769.1% | +3,806.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling