+43.3%
TGT vs SPG
+106.5%
-63.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -1.8% |
| 7D | -3.6% | -1.7% | -1.9% | -2.7% |
| 30D | +4.4% | -6.3% | +10.7% | +8.3% |
| 3M | +25.4% | -2.4% | +27.8% | +27.0% |
| 6M | +33.4% | +9.6% | +23.7% | +26.2% |
| YTD | +65.6% | +14.2% | +51.4% | +52.6% |
| 1Y | +80.3% | +19.3% | +61.0% | +61.7% |
| All | +43.3% | +106.5% | -63.2% | -6.2% |
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