+39.7%
GOOG vs TGT
+78.4%
-38.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | 0.0% | -5.2% | +5.3% | +0.3% |
| 30D | -2.0% | +1.2% | -3.1% | -1.9% |
| 3M | -5.9% | +18.4% | -24.2% | -6.1% |
| 6M | +8.9% | +33.4% | -24.5% | +9.1% |
| YTD | +7.1% | +63.8% | -56.7% | +9.8% |
| 1Y | +39.7% | +77.2% | -37.5% | +40.3% |
| All | +39.7% | +78.4% | -38.7% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling