+6,175.2%
TGT vs EOG
+7,424.5%
-1,249.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.6% | -2.0% | +1.4% | -0.3% |
| 30D | +9.5% | +7.9% | +1.6% | +8.2% |
| 3M | +32.3% | +4.5% | +27.8% | +31.1% |
| 6M | +37.0% | +12.3% | +24.7% | +33.9% |
| YTD | +71.0% | +41.9% | +29.2% | +61.0% |
| 1Y | +85.0% | +27.8% | +57.2% | +76.9% |
| 3Y | +46.8% | +21.8% | +25.0% | +40.5% |
| 5Y | -22.7% | +174.0% | -196.7% | -35.7% |
| 10Y | +216.3% | +110.4% | +105.9% | +156.3% |
| All | +6,175.2% | +7,424.5% | -1,249.2% | +2,838.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling