-22.7%
TGT vs MSCI
-10.9%
-11.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.2% |
| 7D | -0.6% | -2.1% | +1.4% | 0.0% |
| 30D | +9.5% | -1.7% | +11.3% | +10.1% |
| 3M | +32.3% | -8.2% | +40.5% | +35.4% |
| 6M | +37.0% | -2.4% | +39.5% | +36.7% |
| YTD | +71.0% | -2.8% | +73.9% | +69.7% |
| 1Y | +85.0% | -2.7% | +87.7% | +82.8% |
| 3Y | +46.8% | +7.3% | +39.5% | +36.4% |
| 5Y | -22.7% | -11.4% | -11.3% | -28.3% |
| All | -22.7% | -10.9% | -11.9% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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