+10.6%
TMO vs TGT
-25.8%
+36.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -5.2% | +4.6% | +0.7% |
| 30D | +1.1% | +1.2% | -0.1% | +0.7% |
| 3M | +28.3% | +18.4% | +9.9% | +22.7% |
| 6M | +23.3% | +33.4% | -10.2% | +14.1% |
| YTD | +5.5% | +63.8% | -58.4% | -7.7% |
| 1Y | +24.5% | +77.2% | -52.6% | +6.5% |
| 3Y | +19.6% | +41.8% | -22.2% | +3.0% |
| All | +10.6% | -25.8% | +36.4% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling