+5,388.4%
TGT vs SPG
+5,256.9%
+131.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +0.8% | -2.4% | +3.2% | +1.6% |
| 30D | +12.2% | -6.8% | +19.0% | +14.8% |
| 3M | +33.8% | +2.7% | +31.1% | +32.6% |
| 6M | +39.3% | +5.5% | +33.8% | +36.7% |
| YTD | +72.9% | +15.7% | +57.2% | +64.6% |
| 1Y | +84.6% | +20.9% | +63.7% | +73.1% |
| 3Y | +46.2% | +112.4% | -66.2% | +14.4% |
| 5Y | -21.3% | +101.4% | -122.7% | -37.6% |
| 10Y | +213.5% | +60.6% | +152.9% | +138.0% |
| All | +5,388.4% | +5,256.9% | +131.5% | +1,038.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling