+3,036.2%
SPY vs TGT
+4,718.8%
-1,682.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.6% | +2.6% | 0.0% | +1.8% |
| 30D | -2.0% | +4.7% | -6.7% | -3.4% |
| 3M | -2.8% | +4.6% | -7.3% | -4.4% |
| 6M | +2.1% | +34.9% | -32.7% | -7.4% |
| YTD | +11.5% | +70.9% | -59.4% | -6.4% |
| 1Y | +13.5% | +84.4% | -70.9% | -7.1% |
| 3Y | +77.7% | +69.1% | +8.6% | +42.6% |
| 5Y | +72.6% | -26.9% | +99.5% | +74.2% |
| 10Y | +308.2% | +207.6% | +100.5% | +148.0% |
| All | +3,036.2% | +4,718.8% | -1,682.6% | +744.2% |
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