+84.4%
TSM vs TGT
+84.5%
-0.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +2.7% | +0.8% | +2.0% | +2.7% |
| 30D | +3.6% | +12.2% | -8.6% | +3.0% |
| 3M | -3.4% | +33.8% | -37.2% | -6.4% |
| 6M | +20.6% | +39.3% | -18.7% | +15.3% |
| YTD | +41.9% | +72.9% | -31.0% | +30.1% |
| 1Y | +84.4% | +84.6% | -0.2% | +62.7% |
| All | +84.4% | +84.5% | -0.1% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling