+590.9%
JPM vs TGT
+207.4%
+383.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.7% | -5.2% | +4.6% | +0.6% |
| 30D | -2.5% | +1.2% | -3.6% | -2.9% |
| 3M | +14.1% | +18.4% | -4.2% | +8.9% |
| 6M | +25.1% | +33.4% | -8.4% | +15.4% |
| YTD | +12.1% | +63.8% | -51.7% | -2.1% |
| 1Y | +18.8% | +77.2% | -58.4% | +1.4% |
| 3Y | +163.4% | +41.8% | +121.6% | +129.1% |
| 5Y | +156.5% | -25.5% | +182.1% | +159.8% |
| All | +590.9% | +207.4% | +383.5% | +360.8% |
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