+43.3%
TGT vs EXEL
+164.8%
-121.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | -3.6% | -0.3% | -3.2% | -3.5% |
| 30D | +4.4% | +10.1% | -5.7% | +3.3% |
| 3M | +25.4% | +10.1% | +15.3% | +23.9% |
| 6M | +33.4% | +37.7% | -4.3% | +28.2% |
| YTD | +65.6% | +33.1% | +32.5% | +59.6% |
| 1Y | +80.3% | +52.4% | +27.9% | +70.5% |
| All | +43.3% | +164.8% | -121.5% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling