+69.1%
TGT vs SPG
+135.6%
-66.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +2.6% | +2.0% | +0.6% | +1.5% |
| 30D | +4.7% | +17.2% | -12.6% | -4.2% |
| 3M | +4.6% | +6.3% | -1.8% | +1.0% |
| 6M | +34.9% | +18.7% | +16.2% | +22.3% |
| YTD | +70.9% | +30.1% | +40.8% | +46.6% |
| 1Y | +84.4% | +32.8% | +51.6% | +56.3% |
| 3Y | +69.1% | +133.6% | -64.5% | +19.5% |
| All | +69.1% | +135.6% | -66.4% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling