+134.5%
IBM vs TGT
+207.2%
-72.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.3% | -2.2% |
| 7D | -0.3% | -5.0% | +4.8% | +0.7% |
| 30D | -1.8% | +3.0% | -4.9% | -2.5% |
| 3M | -13.5% | +22.6% | -36.1% | -17.1% |
| 6M | -5.1% | +31.2% | -36.3% | -10.5% |
| YTD | -19.4% | +63.7% | -83.1% | -27.3% |
| 1Y | -6.5% | +78.5% | -85.0% | -17.4% |
| 3Y | +73.8% | +40.5% | +33.3% | +55.3% |
| 5Y | +116.3% | -25.6% | +141.9% | +118.9% |
| All | +134.5% | +207.2% | -72.6% | +68.2% |
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