+419.8%
TXN vs TGT
+207.4%
+212.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.8% | +3.8% |
| 7D | +4.0% | -5.2% | +9.2% | +5.7% |
| 30D | -2.9% | +1.2% | -4.0% | -3.5% |
| 3M | -9.1% | +18.4% | -27.5% | -14.5% |
| 6M | +36.6% | +33.4% | +3.2% | +23.3% |
| YTD | +57.5% | +63.8% | -6.3% | +32.2% |
| 1Y | +49.5% | +77.2% | -27.6% | +22.1% |
| 3Y | +76.5% | +41.8% | +34.8% | +48.1% |
| 5Y | +62.4% | -25.5% | +87.9% | +63.7% |
| All | +419.8% | +207.4% | +212.4% | +253.8% |
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