+32.9%
TSLA vs TGT
+39.8%
-6.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.8% |
| 7D | -3.4% | -5.0% | +1.6% | -2.0% |
| 30D | +9.2% | +3.0% | +6.2% | +8.1% |
| 3M | -4.7% | +22.6% | -27.3% | -10.9% |
| 6M | -8.9% | +31.2% | -40.1% | -17.2% |
| YTD | -19.2% | +63.7% | -82.9% | -32.3% |
| 1Y | +4.5% | +78.5% | -74.0% | -15.5% |
| All | +32.9% | +39.8% | -6.9% | +11.6% |
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