+48.9%
MSFT vs TGT
+41.4%
+7.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.2% |
| 7D | -1.0% | -3.6% | +2.5% | -0.8% |
| 30D | -2.7% | +4.4% | -7.1% | -3.0% |
| 3M | +22.1% | +25.4% | -3.3% | +20.3% |
| 6M | +20.6% | +33.4% | -12.8% | +18.1% |
| YTD | +2.3% | +65.6% | -63.3% | -1.4% |
| 1Y | -0.5% | +80.3% | -80.8% | -4.8% |
| All | +48.9% | +41.4% | +7.5% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling