+203.4%
TGT vs SPG
+64.3%
+139.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -5.0% | -2.2% | -2.8% | -4.6% |
| 30D | +3.0% | -5.8% | +8.8% | +4.4% |
| 3M | +22.6% | -2.8% | +25.4% | +23.4% |
| 6M | +31.2% | +8.9% | +22.3% | +28.7% |
| YTD | +63.7% | +14.3% | +49.4% | +58.8% |
| 1Y | +78.5% | +19.5% | +59.0% | +71.4% |
| 3Y | +40.5% | +106.9% | -66.3% | +21.0% |
| 5Y | -25.6% | +108.7% | -134.3% | -36.2% |
| All | +203.4% | +64.3% | +139.1% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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