-33.4%
NKE vs TGT
+32.6%
-66.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.5% |
| 7D | -5.5% | -5.0% | -0.5% | -3.6% |
| 30D | -10.4% | +3.0% | -13.5% | -11.6% |
| 3M | -15.8% | +22.6% | -38.4% | -22.6% |
| 6M | -33.4% | +31.2% | -64.6% | -42.4% |
| All | -33.4% | +32.6% | -66.0% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling