+203.6%
TGT vs EXEL
+375.2%
-171.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.4% |
| 7D | -5.2% | -4.9% | -0.3% | -4.6% |
| 30D | +1.2% | +11.4% | -10.2% | -0.3% |
| 3M | +18.4% | +4.9% | +13.5% | +17.4% |
| 6M | +33.4% | +34.4% | -1.0% | +27.7% |
| YTD | +63.8% | +28.0% | +35.8% | +57.5% |
| 1Y | +77.2% | +43.6% | +33.5% | +67.3% |
| 3Y | +41.8% | +155.2% | -113.4% | +21.5% |
| 5Y | -25.5% | +181.2% | -206.7% | -37.6% |
| All | +203.6% | +375.2% | -171.6% | +134.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling