-4.7%
IBM vs TGT
+34.9%
-39.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | +0.3% | +12.2% | -11.9% | -1.1% |
| 3M | -21.6% | +33.8% | -55.4% | -23.2% |
| 6M | -4.7% | +39.3% | -44.0% | -8.1% |
| All | -4.7% | +34.9% | -39.6% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling