+147.3%
IBM vs TGT
+206.3%
-59.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | +2.6% | -1.1% | +1.0% |
| 30D | +9.2% | +4.7% | +4.5% | +8.1% |
| 3M | +4.9% | +4.6% | +0.4% | +3.8% |
| 6M | +16.8% | +34.9% | -18.1% | +9.5% |
| YTD | -14.3% | +70.9% | -85.2% | -23.5% |
| 1Y | -16.7% | +84.4% | -101.1% | -26.9% |
| 3Y | +82.2% | +69.1% | +13.1% | +56.1% |
| 5Y | +149.9% | -26.9% | +176.9% | +155.1% |
| All | +147.3% | +206.3% | -59.0% | +78.0% |
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