+359.9%
CSCO vs TGT
+207.2%
+152.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -1.1% | -5.0% | +4.0% | +0.2% |
| 30D | -10.8% | +3.0% | -13.8% | -11.6% |
| 3M | -9.2% | +22.6% | -31.8% | -14.2% |
| 6M | +39.5% | +31.2% | +8.3% | +29.3% |
| YTD | +41.5% | +63.7% | -22.2% | +23.7% |
| 1Y | +61.0% | +78.5% | -17.5% | +37.2% |
| 3Y | +105.2% | +40.5% | +64.7% | +77.6% |
| 5Y | +113.4% | -25.6% | +139.0% | +116.6% |
| All | +359.9% | +207.2% | +152.7% | +216.9% |
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