+220,352.2%
CSCO vs TGT
+6,384.0%
+213,968.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | -0.7% | +0.8% | -1.4% | -1.0% |
| 30D | -10.1% | +12.2% | -22.3% | -14.2% |
| 3M | -15.7% | +33.8% | -49.5% | -25.2% |
| 6M | +36.3% | +39.3% | -3.0% | +18.5% |
| YTD | +43.8% | +72.9% | -29.0% | +14.6% |
| 1Y | +63.9% | +84.6% | -20.6% | +26.7% |
| 3Y | +104.4% | +46.2% | +58.1% | +62.2% |
| 5Y | +111.4% | -21.3% | +132.7% | +106.0% |
| 10Y | +361.7% | +213.5% | +148.1% | +132.9% |
| All | +220,352.2% | +6,384.0% | +213,968.2% | +21,743.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling