-0.3%
TGT vs EXE
+165.2%
-165.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +2.6% | +5.3% | -2.7% | +1.9% |
| 30D | +4.7% | -2.2% | +6.9% | +4.9% |
| 3M | +4.6% | -5.9% | +10.4% | +5.3% |
| 6M | +34.9% | -5.7% | +40.6% | +35.6% |
| YTD | +70.9% | -17.8% | +88.7% | +74.6% |
| 1Y | +84.4% | -23.1% | +107.5% | +90.2% |
| 3Y | +69.1% | +21.2% | +47.9% | +59.1% |
| 5Y | -26.9% | +78.8% | -105.7% | -33.4% |
| All | -0.3% | +165.2% | -165.4% | -12.8% |
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