+275.4%
ORCL vs TGT
+205.2%
+70.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +10.4% | +2.6% | +7.8% | +9.8% |
| 30D | -11.2% | +6.6% | -17.8% | -12.6% |
| 3M | -16.8% | +5.2% | -22.0% | -17.9% |
| 6M | -31.5% | +35.3% | -66.8% | -36.3% |
| YTD | -33.9% | +70.3% | -104.2% | -42.1% |
| 1Y | -43.3% | +81.2% | -124.4% | -51.1% |
| 3Y | +16.5% | +66.9% | -50.5% | -3.0% |
| 5Y | +45.4% | -27.2% | +72.6% | +49.9% |
| All | +275.4% | +205.2% | +70.2% | +175.2% |
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