+13,634.3%
TSM vs TGT
+1,848.6%
+11,785.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +2.7% | +0.8% | +2.0% | +2.4% |
| 30D | +3.6% | +12.2% | -8.6% | -1.0% |
| 3M | -3.4% | +33.8% | -37.2% | -14.4% |
| 6M | +20.6% | +39.3% | -18.7% | +4.9% |
| YTD | +41.9% | +72.9% | -31.0% | +13.1% |
| 1Y | +84.4% | +84.6% | -0.2% | +42.6% |
| 3Y | +380.2% | +46.2% | +334.0% | +281.1% |
| 5Y | +275.3% | -21.3% | +296.7% | +266.2% |
| 10Y | +1,751.4% | +213.5% | +1,537.9% | +827.2% |
| All | +13,634.3% | +1,848.6% | +11,785.8% | +1,601.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling