+915.1%
MSFT vs TGT
+206.3%
+708.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -1.3% | +2.6% | -3.9% | -1.9% |
| 30D | -1.8% | +4.7% | -6.5% | -3.0% |
| 3M | +5.6% | +4.6% | +1.1% | +4.3% |
| 6M | +29.8% | +34.9% | -5.1% | +20.3% |
| YTD | +9.0% | +70.9% | -61.9% | -5.1% |
| 1Y | +4.9% | +84.4% | -79.4% | -10.4% |
| 3Y | +46.2% | +69.1% | -22.9% | +20.0% |
| 5Y | +62.1% | -26.9% | +89.0% | +67.0% |
| All | +915.1% | +206.3% | +708.8% | +624.1% |
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