-25.6%
TGT vs SPG
+103.4%
-129.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -5.0% | -2.2% | -2.8% | -3.8% |
| 30D | +3.0% | -5.8% | +8.8% | +6.7% |
| 3M | +22.6% | -2.8% | +25.4% | +24.5% |
| 6M | +31.2% | +8.9% | +22.3% | +24.4% |
| YTD | +63.7% | +14.3% | +49.4% | +50.4% |
| 1Y | +78.5% | +19.5% | +59.0% | +59.5% |
| 3Y | +40.5% | +106.9% | -66.3% | -10.8% |
| 5Y | -25.6% | +108.7% | -134.3% | -56.8% |
| All | -25.6% | +103.4% | -129.0% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling