+41.8%
TGT vs BBY
+42.8%
-1.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -1.3% |
| 7D | -5.2% | +0.6% | -5.8% | -5.5% |
| 30D | +1.2% | +9.4% | -8.2% | -2.9% |
| 3M | +18.4% | +19.3% | -1.0% | +9.2% |
| 6M | +33.4% | +47.9% | -14.5% | +10.7% |
| YTD | +63.8% | +39.6% | +24.2% | +38.9% |
| 1Y | +77.2% | +22.2% | +55.0% | +59.4% |
| 3Y | +41.8% | +45.0% | -3.2% | +5.6% |
| All | +41.8% | +42.8% | -1.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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