+84.4%
TGT vs EXPE
-4.7%
+89.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.0% |
| 3M | +4.6% | -21.3% | +25.9% | +8.4% |
| 6M | +34.9% | +19.0% | +15.9% | +32.0% |
| YTD | +70.9% | -8.4% | +79.3% | +73.1% |
| 1Y | +84.4% | -2.8% | +87.1% | +82.5% |
| All | +84.4% | -4.7% | +89.1% | +82.5% |
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