+15.7%
BABA vs TGT
+213.5%
-197.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.0% |
| 7D | +2.4% | +4.8% | -2.4% | +1.2% |
| 30D | -7.8% | +5.3% | -13.1% | -9.0% |
| 3M | -22.4% | +7.2% | -29.6% | -24.0% |
| 6M | -26.0% | +31.4% | -57.4% | -31.0% |
| YTD | -29.3% | +70.1% | -99.3% | -38.2% |
| 1Y | -37.5% | +85.5% | -123.0% | -46.6% |
| 3Y | +31.9% | +66.7% | -34.8% | +11.0% |
| 5Y | -33.4% | -25.6% | -7.8% | -33.9% |
| 10Y | +15.7% | +209.6% | -193.9% | -8.7% |
| All | +15.7% | +213.5% | -197.8% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling