+72.4%
IBM vs TGT
+46.0%
+26.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -1.5% | +9.5% | -11.0% | -2.6% |
| 3M | -16.8% | +32.3% | -49.0% | -19.5% |
| 6M | -9.0% | +37.0% | -46.1% | -12.5% |
| YTD | -20.1% | +71.0% | -91.1% | -24.9% |
| 1Y | -7.0% | +85.0% | -92.0% | -13.5% |
| 3Y | +72.4% | +46.8% | +25.6% | +59.8% |
| All | +72.4% | +46.0% | +26.3% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling