+279.2%
RTX vs TGT
+207.4%
+71.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.5% | -5.2% | +3.7% | -0.6% |
| 30D | -11.0% | +1.2% | -12.2% | -11.2% |
| 3M | +7.7% | +18.4% | -10.7% | +4.1% |
| 6M | -3.9% | +33.4% | -37.4% | -9.3% |
| YTD | +9.0% | +63.8% | -54.9% | -1.2% |
| 1Y | +27.3% | +77.2% | -49.9% | +13.4% |
| 3Y | +172.9% | +41.8% | +131.1% | +144.0% |
| 5Y | +165.2% | -25.5% | +190.7% | +168.8% |
| All | +279.2% | +207.4% | +71.8% | +181.6% |
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