+203.6%
TGT vs SPY
+322.5%
-118.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | -5.2% | -0.8% | -4.5% | -4.6% |
| 30D | +1.2% | -1.1% | +2.2% | +2.1% |
| 3M | +18.4% | +3.9% | +14.5% | +14.4% |
| 6M | +33.4% | +13.6% | +19.8% | +19.4% |
| YTD | +63.8% | +12.7% | +51.1% | +47.5% |
| 1Y | +77.2% | +17.5% | +59.7% | +53.9% |
| 3Y | +41.8% | +76.9% | -35.1% | -12.8% |
| 5Y | -25.5% | +83.6% | -109.1% | -55.4% |
| All | +203.6% | +322.5% | -118.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling