+136.0%
GOOG vs TGT
-25.8%
+161.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | 0.0% | -5.2% | +5.3% | +1.3% |
| 30D | -2.0% | +1.2% | -3.1% | -2.3% |
| 3M | -5.9% | +18.4% | -24.2% | -9.7% |
| 6M | +8.9% | +33.4% | -24.5% | +1.4% |
| YTD | +7.1% | +63.8% | -56.7% | -5.3% |
| 1Y | +39.7% | +77.2% | -37.5% | +20.6% |
| 3Y | +145.8% | +41.8% | +104.1% | +112.9% |
| All | +136.0% | -25.8% | +161.9% | +145.7% |
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