-4.4%
TGT vs EXE
+182.2%
-186.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -5.2% | -3.1% | -2.1% | -4.8% |
| 30D | +1.2% | -0.9% | +2.1% | +1.3% |
| 3M | +18.4% | +9.6% | +8.8% | +16.8% |
| 6M | +33.4% | -11.6% | +45.1% | +35.5% |
| YTD | +63.8% | -12.6% | +76.4% | +66.2% |
| 1Y | +77.2% | +1.2% | +76.0% | +75.3% |
| 3Y | +41.8% | +18.0% | +23.8% | +34.5% |
| 5Y | -25.5% | +101.1% | -126.6% | -32.9% |
| All | -4.4% | +182.2% | -186.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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