+16.7%
BABA vs TGT
+212.5%
-195.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.3% |
| 7D | -0.2% | -0.6% | +0.5% | 0.0% |
| 30D | -12.3% | +9.5% | -21.8% | -14.3% |
| 3M | -5.3% | +32.3% | -37.6% | -11.6% |
| 6M | -13.1% | +37.0% | -50.1% | -19.6% |
| YTD | -22.4% | +71.0% | -93.5% | -32.1% |
| 1Y | -19.5% | +85.0% | -104.5% | -31.0% |
| 3Y | +32.9% | +46.8% | -13.9% | +15.8% |
| 5Y | -29.9% | -22.7% | -7.1% | -30.8% |
| 10Y | +16.7% | +216.3% | -199.5% | -7.2% |
| All | +16.7% | +212.5% | -195.8% | -7.2% |
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 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