-16.5%
ABT vs TGT
+84.5%
-101.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.7% | +0.8% | -4.5% | -3.8% |
| 30D | +2.5% | +12.2% | -9.7% | +0.5% |
| 3M | +20.2% | +33.8% | -13.6% | +15.0% |
| 6M | -2.9% | +39.3% | -42.2% | -7.8% |
| YTD | -11.9% | +72.9% | -84.8% | -19.2% |
| 1Y | -16.5% | +84.6% | -101.1% | -24.7% |
| All | -16.5% | +84.5% | -101.0% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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