+154.6%
JPM vs TGT
-26.4%
+181.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -2.3% | -5.0% | +2.7% | -1.3% |
| 30D | -2.3% | +3.0% | -5.4% | -3.1% |
| 3M | +14.9% | +22.6% | -7.7% | +9.7% |
| 6M | +23.6% | +31.2% | -7.6% | +16.0% |
| YTD | +11.3% | +63.7% | -52.4% | -0.7% |
| 1Y | +19.9% | +78.5% | -58.6% | +4.7% |
| 3Y | +162.6% | +40.5% | +122.1% | +133.4% |
| 5Y | +154.6% | -25.6% | +180.2% | +161.6% |
| All | +154.6% | -26.4% | +181.0% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling