+14,546.7%
NVDA vs TGT
+207.4%
+14,339.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -5.1% | -5.2% | +0.1% | -3.3% |
| 30D | -2.5% | +1.2% | -3.7% | -3.2% |
| 3M | +6.7% | +18.4% | -11.7% | -0.6% |
| 6M | +17.6% | +33.4% | -15.8% | +4.1% |
| YTD | +17.3% | +63.8% | -46.5% | -4.6% |
| 1Y | +23.5% | +77.2% | -53.7% | -3.2% |
| 3Y | +384.6% | +41.8% | +342.8% | +281.3% |
| 5Y | +875.4% | -25.5% | +900.9% | +920.2% |
| All | +14,546.7% | +207.4% | +14,339.3% | +9,271.7% |
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 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