-25.1%
TGT vs EOG
+169.9%
-195.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | +18.4% | +8.7% | +9.7% | +16.1% |
| 6M | +33.4% | +12.9% | +20.5% | +29.3% |
| YTD | +63.8% | +43.8% | +20.0% | +50.0% |
| 1Y | +77.2% | +27.1% | +50.1% | +66.6% |
| 3Y | +41.8% | +25.9% | +15.9% | +32.0% |
| All | -25.1% | +169.9% | -195.0% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling