+368.8%
ORCL vs TGT
+208.0%
+160.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | +0.1% |
| 7D | +10.9% | -3.6% | +14.5% | +11.7% |
| 30D | +7.0% | +4.4% | +2.6% | +5.9% |
| 3M | -21.2% | +25.4% | -46.6% | -25.2% |
| 6M | +7.4% | +33.4% | -26.0% | +0.1% |
| YTD | -16.3% | +65.6% | -81.9% | -26.0% |
| 1Y | -32.3% | +80.3% | -112.6% | -41.6% |
| 3Y | +32.6% | +42.1% | -9.6% | +15.6% |
| 5Y | +93.1% | -25.0% | +118.1% | +97.0% |
| 10Y | +368.8% | +208.2% | +160.6% | +242.1% |
| All | +368.8% | +208.0% | +160.8% | +242.1% |
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