+14,784.9%
SPGI vs TGT
+6,319.4%
+8,465.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | +1.6% | +5.5% | -3.9% | -0.1% |
| 30D | +16.1% | +6.0% | +10.0% | +14.0% |
| 3M | +15.5% | +8.0% | +7.5% | +12.6% |
| 6M | +19.6% | +32.3% | -12.7% | +9.4% |
| YTD | -3.6% | +71.3% | -74.9% | -18.8% |
| 1Y | +2.2% | +86.8% | -84.6% | -16.2% |
| 3Y | +30.1% | +67.9% | -37.7% | +4.9% |
| 5Y | +14.9% | -25.1% | +40.0% | +15.3% |
| 10Y | +334.0% | +211.8% | +122.2% | +166.0% |
| All | +14,784.9% | +6,319.4% | +8,465.5% | +4,339.7% |
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