+88.6%
TGT vs EXPE
+48.9%
+39.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.5% | -4.9% | +3.8% |
| 7D | +9.5% | +14.6% | -5.2% | +7.0% |
| 30D | +6.6% | +21.4% | -14.8% | +3.3% |
| 3M | +11.0% | +1.4% | +9.6% | +10.1% |
| 6M | +29.9% | +28.6% | +1.3% | +24.5% |
| YTD | +71.4% | +12.1% | +59.3% | +66.7% |
| 1Y | +88.6% | +50.0% | +38.6% | +72.8% |
| All | +88.6% | +48.9% | +39.7% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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