+48.5%
AMZN vs TGT
-25.8%
+74.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -0.7% | -5.2% | +4.6% | +1.1% |
| 30D | -3.9% | +1.2% | -5.1% | -4.5% |
| 3M | +6.3% | +18.4% | -12.1% | -0.1% |
| 6M | +20.8% | +33.4% | -12.7% | +8.5% |
| YTD | +11.2% | +63.8% | -52.6% | -7.5% |
| 1Y | +11.7% | +77.2% | -65.5% | -10.1% |
| 3Y | +79.4% | +41.8% | +37.7% | +45.2% |
| All | +48.5% | -25.8% | +74.4% | +56.1% |
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