-25.6%
TGT vs EXE
+99.3%
-124.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -5.0% | -2.2% | -2.8% | -4.7% |
| 30D | +3.0% | -0.8% | +3.8% | +3.2% |
| 3M | +22.6% | +10.0% | +12.6% | +20.9% |
| 6M | +31.2% | -6.3% | +37.5% | +32.2% |
| YTD | +63.7% | -10.7% | +74.4% | +65.7% |
| 1Y | +78.5% | +2.7% | +75.8% | +76.1% |
| 3Y | +40.5% | +19.1% | +21.4% | +32.7% |
| 5Y | -25.6% | +105.4% | -131.0% | -32.9% |
| All | -25.6% | +99.3% | -124.9% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling