+1,145.9%
DELL vs TGT
-25.8%
+1,171.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +12.0% |
| 7D | +8.2% | -5.2% | +13.5% | +9.9% |
| 30D | +17.1% | +1.2% | +15.9% | +16.3% |
| 3M | +45.2% | +18.4% | +26.8% | +36.4% |
| 6M | +286.8% | +33.4% | +253.3% | +247.5% |
| YTD | +354.8% | +63.8% | +291.0% | +278.7% |
| 1Y | +358.3% | +77.2% | +281.1% | +270.3% |
| 3Y | +724.9% | +41.8% | +683.1% | +582.2% |
| All | +1,145.9% | -25.8% | +1,171.8% | +1,197.9% |
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 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