+875.7%
NVDA vs TGT
-26.4%
+902.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -1.9% |
| 7D | -4.3% | -5.0% | +0.7% | -2.7% |
| 30D | +0.5% | +3.0% | -2.5% | -0.7% |
| 3M | +9.1% | +22.6% | -13.5% | +1.5% |
| 6M | +18.5% | +31.2% | -12.7% | +7.1% |
| YTD | +17.4% | +63.7% | -46.3% | -2.2% |
| 1Y | +23.4% | +78.5% | -55.1% | -0.9% |
| 3Y | +380.6% | +40.5% | +340.1% | +282.4% |
| 5Y | +875.7% | -25.6% | +901.3% | +1,047.9% |
| All | +875.7% | -26.4% | +902.1% | +1,047.9% |
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