+201.6%
TGT vs EXPE
+123.5%
+78.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | +4.7% | -6.1% | +10.8% | +5.7% |
| 3M | +4.6% | -21.3% | +25.9% | +8.7% |
| 6M | +34.9% | +19.0% | +15.9% | +29.8% |
| YTD | +70.9% | -8.4% | +79.3% | +70.7% |
| 1Y | +84.4% | -2.8% | +87.1% | +81.9% |
| 3Y | +69.1% | +120.8% | -51.6% | +40.3% |
| 5Y | -26.9% | +46.2% | -73.1% | -38.0% |
| All | +201.6% | +123.5% | +78.1% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling