+203.4%
TGT vs EXPE
+165.2%
+38.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.4% |
| 7D | -5.0% | -8.7% | +3.6% | -3.5% |
| 30D | +3.0% | -13.6% | +16.7% | +5.6% |
| 3M | +22.6% | +26.6% | -4.0% | +17.2% |
| 6M | +31.2% | +19.9% | +11.3% | +26.2% |
| YTD | +63.7% | -1.7% | +65.4% | +61.9% |
| 1Y | +78.5% | +29.4% | +49.1% | +66.9% |
| 3Y | +40.5% | +155.7% | -115.1% | +13.8% |
| 5Y | -25.6% | +93.1% | -118.7% | -39.2% |
| All | +203.4% | +165.2% | +38.2% | +127.8% |
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 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