-74.7%
NKE vs TGT
-25.8%
-48.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | -5.2% | +1.1% | -2.0% |
| 30D | -8.2% | +1.2% | -9.4% | -8.7% |
| 3M | -19.1% | +18.4% | -37.5% | -24.8% |
| 6M | -32.6% | +33.4% | -66.1% | -40.6% |
| YTD | -40.7% | +63.8% | -104.5% | -52.3% |
| 1Y | -48.9% | +77.2% | -126.0% | -60.2% |
| 3Y | -59.2% | +41.8% | -101.0% | -67.5% |
| All | -74.7% | -25.8% | -48.9% | -74.7% |
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