+193,725.9%
CSCO vs TGT
+6,311.0%
+187,415.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.6% | -6.4% |
| 7D | +1.9% | +2.6% | -0.7% | +0.9% |
| 30D | -15.8% | +4.7% | -20.5% | -17.5% |
| 3M | -15.4% | +4.6% | -19.9% | -17.4% |
| 6M | -5.4% | +34.9% | -40.3% | -16.9% |
| YTD | +26.5% | +70.9% | -44.5% | +0.7% |
| 1Y | +25.9% | +84.4% | -58.5% | -2.9% |
| 3Y | +97.5% | +69.1% | +28.4% | +47.4% |
| 5Y | +93.0% | -26.9% | +120.0% | +93.3% |
| 10Y | +308.6% | +207.6% | +101.0% | +106.9% |
| All | +193,725.9% | +6,311.0% | +187,415.0% | +19,095.4% |
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