+872.1%
MSFT vs TGT
+207.2%
+664.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -3.5% | -5.0% | +1.6% | -2.3% |
| 30D | -2.1% | +3.0% | -5.1% | -2.9% |
| 3M | +24.2% | +22.6% | +1.5% | +18.1% |
| 6M | +21.9% | +31.2% | -9.3% | +13.6% |
| YTD | +2.5% | +63.7% | -61.2% | -9.7% |
| 1Y | -0.8% | +78.5% | -79.3% | -14.7% |
| 3Y | +50.8% | +40.5% | +10.2% | +30.6% |
| 5Y | +73.5% | -25.6% | +99.1% | +77.3% |
| All | +872.1% | +207.2% | +664.9% | +593.0% |
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