+117.0%
AXP vs TGT
-21.2%
+138.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -6.5% | +12.2% | -18.7% | -9.4% |
| 3M | +4.6% | +33.8% | -29.1% | -3.4% |
| 6M | +5.4% | +39.3% | -33.9% | -4.0% |
| YTD | -11.1% | +72.9% | -84.0% | -23.9% |
| 1Y | -0.3% | +84.6% | -84.9% | -16.4% |
| 3Y | +111.6% | +46.2% | +65.4% | +80.0% |
| All | +117.0% | -21.2% | +138.2% | +121.5% |
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