+48.0%
TGT vs EXPE
+151.3%
-103.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.9% | +6.8% | +0.5% |
| 7D | -0.6% | -9.8% | +9.1% | +1.4% |
| 30D | +9.5% | -11.5% | +21.0% | +12.1% |
| 3M | +32.3% | +21.7% | +10.5% | +26.5% |
| 6M | +37.0% | +10.4% | +26.6% | +33.2% |
| YTD | +71.0% | -2.5% | +73.6% | +69.5% |
| 1Y | +85.0% | +27.3% | +57.7% | +71.0% |
| All | +48.0% | +151.3% | -103.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling