+285.0%
TSM vs TGT
-25.2%
+310.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.2% |
| 7D | +4.8% | -3.6% | +8.4% | +5.5% |
| 30D | +4.0% | +4.4% | -0.4% | +3.0% |
| 3M | +2.0% | +25.4% | -23.4% | -3.4% |
| 6M | +25.5% | +33.4% | -7.9% | +17.0% |
| YTD | +44.0% | +65.6% | -21.6% | +27.5% |
| 1Y | +75.4% | +80.3% | -4.9% | +51.9% |
| 3Y | +406.7% | +42.1% | +364.6% | +339.8% |
| 5Y | +285.0% | -25.0% | +310.0% | +285.6% |
| All | +285.0% | -25.2% | +310.1% | +285.6% |
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 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