+36.0%
TSM vs TGT
+86.7%
-50.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.6% | -7.9% | -1.8% |
| 7D | -10.0% | +9.5% | -19.4% | -9.4% |
| 30D | -18.5% | +6.6% | -25.1% | -18.1% |
| 3M | -4.9% | +11.0% | -15.8% | -4.4% |
| 6M | -1.0% | +29.9% | -30.8% | -1.8% |
| YTD | +31.3% | +71.4% | -40.2% | +26.7% |
| 1Y | +36.0% | +88.6% | -52.6% | +32.1% |
| All | +36.0% | +86.7% | -50.7% | +32.1% |
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