+2,413.6%
IBM vs TGT
+6,379.3%
-3,965.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +0.3% | +12.2% | -11.9% | -2.6% |
| 3M | -21.6% | +33.8% | -55.4% | -27.2% |
| 6M | -4.7% | +39.3% | -44.0% | -12.7% |
| YTD | -19.1% | +72.9% | -91.9% | -29.8% |
| 1Y | -2.5% | +84.6% | -87.1% | -17.0% |
| 3Y | +74.2% | +46.2% | +27.9% | +51.1% |
| 5Y | +113.1% | -21.3% | +134.5% | +109.9% |
| 10Y | +133.5% | +213.5% | -80.0% | +53.3% |
| All | +2,413.6% | +6,379.3% | -3,965.7% | +602.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling