+147.5%
GE vs TGT
+207.4%
-59.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -4.0% | -5.2% | +1.2% | -2.9% |
| 30D | -11.4% | +1.2% | -12.6% | -11.8% |
| 3M | -2.6% | +18.4% | -21.0% | -6.6% |
| 6M | -0.3% | +33.4% | -33.8% | -7.2% |
| YTD | +5.4% | +63.8% | -58.4% | -6.6% |
| 1Y | +15.5% | +77.2% | -61.6% | +0.3% |
| 3Y | +260.8% | +41.8% | +219.0% | +216.2% |
| 5Y | +421.6% | -25.5% | +447.2% | +428.8% |
| All | +147.5% | +207.4% | -59.9% | +74.3% |
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