-25.6%
TGT vs EXPE
+90.4%
-115.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | -5.0% | -8.7% | +3.6% | -3.2% |
| 30D | +3.0% | -13.6% | +16.7% | +6.2% |
| 3M | +22.6% | +26.6% | -4.0% | +15.9% |
| 6M | +31.2% | +19.9% | +11.3% | +24.9% |
| YTD | +63.7% | -1.7% | +65.4% | +61.5% |
| 1Y | +78.5% | +29.4% | +49.1% | +63.8% |
| 3Y | +40.5% | +155.7% | -115.1% | +5.9% |
| 5Y | -25.6% | +93.1% | -118.7% | -44.1% |
| All | -25.6% | +90.4% | -115.9% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling