+91.4%
ORCL vs TGT
-21.2%
+112.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +5.3% | +0.8% | +4.5% | +5.1% |
| 30D | +10.0% | +12.2% | -2.2% | +8.1% |
| 3M | -32.6% | +33.8% | -66.4% | -35.5% |
| 6M | +4.9% | +39.3% | -34.4% | -0.7% |
| YTD | -17.8% | +72.9% | -90.6% | -25.2% |
| 1Y | -28.0% | +84.6% | -112.5% | -35.5% |
| 3Y | +36.0% | +46.2% | -10.2% | +22.0% |
| All | +91.4% | -21.2% | +112.7% | +101.4% |
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