+114.8%
CSCO vs TGT
-25.2%
+139.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.9% |
| 7D | 0.0% | -3.6% | +3.5% | +0.7% |
| 30D | -10.7% | +4.4% | -15.1% | -11.6% |
| 3M | -8.7% | +25.4% | -34.1% | -13.3% |
| 6M | +44.9% | +33.4% | +11.5% | +35.6% |
| YTD | +44.1% | +65.6% | -21.5% | +28.6% |
| 1Y | +65.9% | +80.3% | -14.4% | +45.0% |
| 3Y | +109.0% | +42.1% | +66.9% | +83.4% |
| 5Y | +114.8% | -25.0% | +139.8% | +118.2% |
| All | +114.8% | -25.2% | +139.9% | +118.2% |
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