-25.1%
TGT vs PSX
+362.1%
-387.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -5.2% | +1.7% | -7.0% | -5.6% |
| 30D | +1.2% | +15.6% | -14.4% | -2.2% |
| 3M | +18.4% | +46.5% | -28.1% | +8.0% |
| 6M | +33.4% | +55.0% | -21.6% | +19.5% |
| YTD | +63.8% | +105.3% | -41.5% | +36.1% |
| 1Y | +77.2% | +101.6% | -24.4% | +47.4% |
| 3Y | +41.8% | +134.1% | -92.4% | +12.1% |
| All | -25.1% | +362.1% | -387.2% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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