+10.2%
ORCL vs TGT
+56.1%
-45.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -11.2% | +2.6% | -13.8% | -11.2% |
| 30D | -18.8% | +5.0% | -23.8% | -19.0% |
| 3M | -18.8% | +8.5% | -27.3% | -19.0% |
| 6M | -39.7% | +23.8% | -63.5% | -40.2% |
| YTD | -39.6% | +66.5% | -106.2% | -41.7% |
| 1Y | -51.7% | +84.9% | -136.6% | -53.9% |
| 3Y | +10.2% | +59.2% | -49.0% | +8.0% |
| All | +10.2% | +56.1% | -45.8% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling