+823.3%
SPYM vs TGT
+401.7%
+421.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | -0.9% | +9.5% | -10.4% | -3.5% |
| 3M | +3.9% | +32.3% | -28.4% | -4.4% |
| 6M | +14.5% | +37.0% | -22.5% | +4.0% |
| YTD | +13.0% | +71.0% | -58.0% | -4.0% |
| 1Y | +19.4% | +85.0% | -65.6% | -1.1% |
| 3Y | +78.9% | +46.8% | +32.0% | +51.3% |
| 5Y | +82.3% | -22.7% | +105.1% | +82.0% |
| 10Y | +314.7% | +216.3% | +98.5% | +155.5% |
| All | +823.3% | +401.7% | +421.6% | +338.6% |
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 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