-25.6%
TGT vs NDAQ
+48.4%
-73.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.1% |
| 7D | -5.0% | -6.8% | +1.7% | -2.1% |
| 30D | +3.0% | -3.2% | +6.2% | +4.5% |
| 3M | +22.6% | +6.5% | +16.1% | +18.8% |
| 6M | +31.2% | +5.7% | +25.5% | +26.9% |
| YTD | +63.7% | -4.6% | +68.3% | +65.3% |
| 1Y | +78.5% | -1.6% | +80.1% | +76.9% |
| 3Y | +40.5% | +86.4% | -45.9% | -4.1% |
| 5Y | -25.6% | +50.3% | -75.9% | -48.3% |
| All | -25.6% | +48.4% | -73.9% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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