+88.6%
TGT vs SPYG
+10.8%
+77.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.4% | +5.7% |
| 7D | +9.5% | -2.8% | +12.3% | +9.4% |
| 30D | +6.6% | -6.2% | +12.8% | +6.6% |
| 3M | +11.0% | -3.6% | +14.6% | +10.8% |
| 6M | +29.9% | +4.8% | +25.1% | +28.9% |
| YTD | +71.4% | +11.0% | +60.5% | +66.9% |
| 1Y | +88.6% | +11.2% | +77.4% | +83.8% |
| All | +88.6% | +10.8% | +77.8% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling