+318.0%
SPYM vs TGT
+207.4%
+110.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | -5.2% | +4.5% | +0.5% |
| 30D | -1.1% | +1.2% | -2.3% | -1.5% |
| 3M | +3.9% | +18.4% | -14.5% | -0.6% |
| 6M | +13.6% | +33.4% | -19.8% | +5.3% |
| YTD | +12.7% | +63.8% | -51.1% | -1.0% |
| 1Y | +17.6% | +77.2% | -59.6% | +1.0% |
| 3Y | +77.2% | +41.8% | +35.4% | +54.2% |
| 5Y | +84.1% | -25.5% | +109.7% | +86.4% |
| All | +318.0% | +207.4% | +110.7% | +200.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling