+135.9%
WMT vs TGT
-25.8%
+161.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | 0.0% | -5.2% | +5.2% | +1.1% |
| 30D | -7.4% | +1.2% | -8.6% | -7.7% |
| 3M | -10.9% | +18.4% | -29.3% | -14.2% |
| 6M | -12.7% | +33.4% | -46.1% | -18.1% |
| YTD | -3.2% | +63.8% | -67.0% | -13.1% |
| 1Y | +5.3% | +77.2% | -71.9% | -7.2% |
| 3Y | +101.9% | +41.8% | +60.1% | +79.1% |
| All | +135.9% | -25.8% | +161.7% | +139.2% |
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 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