+203.6%
TGT vs EOG
+121.1%
+82.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -5.2% | +1.5% | -6.7% | -5.5% |
| 30D | +1.2% | +2.9% | -1.8% | +0.7% |
| 3M | +18.4% | +8.7% | +9.7% | +16.5% |
| 6M | +33.4% | +12.9% | +20.5% | +30.2% |
| YTD | +63.8% | +43.8% | +20.0% | +53.3% |
| 1Y | +77.2% | +27.1% | +50.1% | +69.1% |
| 3Y | +41.8% | +25.9% | +15.9% | +34.6% |
| 5Y | -25.5% | +177.9% | -203.5% | -37.7% |
| All | +203.6% | +121.1% | +82.5% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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