+192.5%
JNJ vs TGT
+207.4%
-14.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | -5.2% | +1.7% | -2.9% |
| 30D | +2.3% | +1.2% | +1.1% | +2.1% |
| 3M | +12.0% | +18.4% | -6.4% | +9.5% |
| 6M | +10.5% | +33.4% | -23.0% | +6.3% |
| YTD | +30.4% | +63.8% | -33.4% | +22.0% |
| 1Y | +52.1% | +77.2% | -25.0% | +40.7% |
| 3Y | +77.8% | +41.8% | +36.0% | +65.3% |
| 5Y | +82.9% | -25.5% | +108.4% | +85.0% |
| All | +192.5% | +207.4% | -14.8% | +133.8% |
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 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