+84.6%
TGT vs EXEL
+59.2%
+25.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | +8.4% | -7.6% | -0.1% |
| 30D | +12.2% | +4.1% | +8.1% | +11.7% |
| 3M | +33.8% | +12.4% | +21.4% | +31.9% |
| 6M | +39.3% | +41.5% | -2.2% | +33.1% |
| YTD | +72.9% | +34.6% | +38.2% | +65.8% |
| 1Y | +84.6% | +57.9% | +26.7% | +68.8% |
| All | +84.6% | +59.2% | +25.3% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling