+2,664.3%
TSLA vs TGT
+207.4%
+2,456.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +3.2% | -5.2% | +8.4% | +5.0% |
| 30D | +11.6% | +1.2% | +10.4% | +11.0% |
| 3M | -8.4% | +18.4% | -26.8% | -14.1% |
| 6M | -10.4% | +33.4% | -43.8% | -19.7% |
| YTD | -18.7% | +63.8% | -82.5% | -32.6% |
| 1Y | -0.9% | +77.2% | -78.1% | -20.5% |
| 3Y | +33.6% | +41.8% | -8.2% | +11.3% |
| 5Y | +48.9% | -25.5% | +74.4% | +49.3% |
| All | +2,664.3% | +207.4% | +2,456.9% | +2,080.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling