+1,643.1%
TSM vs TGT
+206.3%
+1,436.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +6.2% | +2.6% | +3.6% | +5.6% |
| 30D | -7.3% | +4.7% | -12.0% | -8.4% |
| 3M | -7.1% | +4.6% | -11.7% | -8.5% |
| 6M | +0.2% | +34.9% | -34.6% | -7.7% |
| YTD | +32.2% | +70.9% | -38.7% | +14.5% |
| 1Y | +42.8% | +84.4% | -41.6% | +21.0% |
| 3Y | +330.4% | +69.1% | +261.3% | +254.8% |
| 5Y | +263.9% | -26.9% | +290.9% | +269.1% |
| All | +1,643.1% | +206.3% | +1,436.8% | +1,223.4% |
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