+174.0%
TGT vs SPMO
+562.6%
-388.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.1% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +3.0% | -0.7% | +3.7% | +3.2% |
| 3M | +22.6% | +2.8% | +19.8% | +18.4% |
| 6M | +31.2% | +24.4% | +6.8% | +11.7% |
| YTD | +63.7% | +24.2% | +39.5% | +39.3% |
| 1Y | +78.5% | +24.5% | +54.0% | +51.4% |
| 3Y | +40.5% | +155.6% | -115.1% | -26.7% |
| 5Y | -25.6% | +148.2% | -173.8% | -60.4% |
| 10Y | +204.7% | +514.8% | -310.1% | +8.4% |
| All | +174.0% | +562.6% | -388.6% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling