+75.5%
ASML vs TGT
-26.9%
+102.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.9% |
| 7D | -9.0% | +2.6% | -11.6% | -9.8% |
| 30D | -21.0% | +5.0% | -25.9% | -22.4% |
| 3M | -16.3% | +8.5% | -24.8% | -19.1% |
| 6M | -7.5% | +23.8% | -31.3% | -15.4% |
| YTD | +34.0% | +66.5% | -32.5% | +9.6% |
| 1Y | +39.3% | +84.9% | -45.6% | +9.3% |
| 3Y | +128.9% | +59.2% | +69.6% | +73.8% |
| All | +75.5% | -26.9% | +102.4% | +92.2% |
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