-11.6%
ABT vs TGT
-26.4%
+14.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.6% |
| 7D | -5.0% | -5.0% | +0.1% | -4.2% |
| 30D | -5.8% | +3.0% | -8.8% | -6.3% |
| 3M | +16.7% | +22.6% | -5.9% | +13.1% |
| 6M | -5.2% | +31.2% | -36.4% | -9.3% |
| YTD | -16.0% | +63.7% | -79.7% | -22.4% |
| 1Y | -18.3% | +78.5% | -96.7% | -25.6% |
| 3Y | +9.2% | +40.5% | -31.3% | -0.5% |
| 5Y | -11.6% | -25.6% | +14.0% | -7.3% |
| All | -11.6% | -26.4% | +14.8% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling