+270.3%
ORCL vs TGT
+206.3%
+64.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +8.0% | +2.6% | +5.3% | +7.4% |
| 30D | -4.0% | +4.7% | -8.7% | -5.0% |
| 3M | -19.5% | +4.6% | -24.0% | -20.5% |
| 6M | -33.5% | +34.9% | -68.3% | -38.1% |
| YTD | -34.8% | +70.9% | -105.7% | -42.9% |
| 1Y | -41.6% | +84.4% | -126.0% | -49.9% |
| 3Y | +13.8% | +69.1% | -55.4% | -5.5% |
| 5Y | +43.4% | -26.9% | +70.3% | +47.7% |
| All | +270.3% | +206.3% | +64.0% | +171.2% |
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 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