+270.1%
TSM vs TGT
-26.4%
+296.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +14.8% | +2.6% | +12.3% | +14.3% |
| 30D | -8.9% | +6.6% | -15.5% | -10.2% |
| 3M | -5.3% | +5.2% | -10.5% | -6.5% |
| 6M | +2.6% | +35.3% | -32.7% | -4.7% |
| YTD | +34.5% | +70.3% | -35.8% | +18.3% |
| 1Y | +41.0% | +81.2% | -40.1% | +22.1% |
| 3Y | +333.1% | +66.9% | +266.2% | +259.6% |
| 5Y | +270.1% | -27.2% | +297.3% | +276.0% |
| All | +270.1% | -26.4% | +296.5% | +276.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling