+16.1%
JPM vs TGT
+86.7%
-70.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.5% | +3.6% |
| 7D | +3.8% | +9.5% | -5.7% | +2.8% |
| 30D | +6.5% | +6.6% | -0.1% | +5.7% |
| 3M | -1.0% | +11.0% | -12.0% | -2.2% |
| 6M | +15.5% | +29.9% | -14.3% | +11.6% |
| YTD | +11.4% | +71.4% | -60.1% | +1.8% |
| 1Y | +16.1% | +88.6% | -72.6% | +3.6% |
| All | +16.1% | +86.7% | -70.7% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling