-28.3%
BABA vs TGT
-26.9%
-1.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +11.6% | +2.6% | +9.0% | +10.8% |
| 30D | +2.3% | +5.0% | -2.7% | +0.8% |
| 3M | -13.7% | +8.5% | -22.2% | -16.1% |
| 6M | -21.9% | +23.8% | -45.7% | -27.1% |
| YTD | -24.6% | +66.5% | -91.2% | -35.6% |
| 1Y | -34.1% | +84.9% | -119.0% | -45.6% |
| 3Y | +36.3% | +59.2% | -23.0% | +8.7% |
| All | -28.3% | -26.9% | -1.4% | -27.2% |
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