-19.7%
TSCO vs TGT
+39.9%
-59.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | -5.2% | -0.4% | -4.6% |
| 30D | -8.8% | +1.2% | -10.0% | -9.0% |
| 3M | +6.3% | +18.4% | -12.1% | +2.5% |
| 6M | -32.3% | +33.4% | -65.7% | -36.4% |
| YTD | -32.7% | +63.8% | -96.5% | -39.7% |
| 1Y | -43.7% | +77.2% | -120.8% | -50.5% |
| 3Y | -19.7% | +41.8% | -61.4% | -28.5% |
| All | -19.7% | +39.9% | -59.5% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling