+41.8%
TGT vs SPMO
+155.8%
-114.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | +1.2% | -1.9% | +3.1% | +1.6% |
| 3M | +18.4% | -1.4% | +19.7% | +17.6% |
| 6M | +33.4% | +25.5% | +8.0% | +18.4% |
| YTD | +63.8% | +24.8% | +39.0% | +45.6% |
| 1Y | +77.2% | +24.5% | +52.7% | +57.6% |
| 3Y | +41.8% | +157.1% | -115.4% | -5.7% |
| All | +41.8% | +155.8% | -114.0% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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