-0.2%
TGT vs EXE
+192.2%
-192.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | -0.6% | -1.8% | +1.2% | -0.4% |
| 30D | +9.5% | +6.4% | +3.1% | +8.6% |
| 3M | +32.3% | +9.2% | +23.0% | +30.5% |
| 6M | +37.0% | -7.0% | +44.0% | +38.1% |
| YTD | +71.0% | -9.5% | +80.5% | +72.7% |
| 1Y | +85.0% | +6.2% | +78.8% | +81.7% |
| 3Y | +46.8% | +20.7% | +26.1% | +38.9% |
| 5Y | -22.7% | +103.6% | -126.4% | -30.6% |
| All | -0.2% | +192.2% | -192.4% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling