+133,470.8%
MSFT vs TGT
+6,379.3%
+127,091.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | +2.7% | +12.2% | -9.5% | -1.0% |
| 3M | +17.0% | +33.8% | -16.8% | +6.4% |
| 6M | +23.8% | +39.3% | -15.5% | +10.6% |
| YTD | +4.0% | +72.9% | -68.9% | -13.5% |
| 1Y | -0.8% | +84.6% | -85.4% | -19.5% |
| 3Y | +55.6% | +46.2% | +9.4% | +28.5% |
| 5Y | +72.9% | -21.3% | +94.2% | +69.9% |
| 10Y | +875.8% | +213.5% | +662.3% | +471.8% |
| All | +133,470.8% | +6,379.3% | +127,091.5% | +19,959.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling