+4,807.7%
TGT vs SPY
+3,074.3%
+1,733.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.5% |
| 7D | -0.6% | +0.5% | -1.2% | -1.2% |
| 30D | +9.5% | -0.9% | +10.5% | +10.5% |
| 3M | +32.3% | +3.9% | +28.4% | +27.2% |
| 6M | +37.0% | +14.5% | +22.5% | +19.8% |
| YTD | +71.0% | +12.9% | +58.1% | +51.4% |
| 1Y | +85.0% | +19.4% | +65.7% | +55.4% |
| 3Y | +46.8% | +78.5% | -31.6% | -16.2% |
| 5Y | -22.7% | +81.8% | -104.5% | -56.2% |
| 10Y | +216.3% | +311.5% | -95.3% | -21.2% |
| All | +4,807.7% | +3,074.3% | +1,733.5% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling