+64.4%
VZ vs TGT
+208.0%
-143.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.9% |
| 7D | -1.0% | -3.6% | +2.6% | -0.4% |
| 30D | +5.8% | +4.4% | +1.3% | +5.1% |
| 3M | +10.5% | +25.4% | -14.9% | +6.9% |
| 6M | +1.8% | +33.4% | -31.6% | -2.5% |
| YTD | +28.3% | +65.6% | -37.3% | +19.2% |
| 1Y | +22.0% | +80.3% | -58.3% | +11.9% |
| 3Y | +81.8% | +42.1% | +39.7% | +68.1% |
| 5Y | +25.3% | -25.0% | +50.3% | +26.2% |
| 10Y | +64.4% | +208.2% | -143.8% | +26.5% |
| All | +64.4% | +208.0% | -143.6% | +26.5% |
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