+369.5%
TGT vs EXPE
+776.5%
-406.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.9% | +6.8% | +0.6% |
| 7D | -0.6% | -9.8% | +9.1% | +1.5% |
| 30D | +9.5% | -11.5% | +21.0% | +12.2% |
| 3M | +32.3% | +21.7% | +10.5% | +26.3% |
| 6M | +37.0% | +10.4% | +26.6% | +33.0% |
| YTD | +71.0% | -2.5% | +73.6% | +68.9% |
| 1Y | +85.0% | +27.3% | +57.7% | +71.4% |
| 3Y | +46.8% | +153.5% | -106.7% | +13.9% |
| 5Y | -22.7% | +91.1% | -113.8% | -38.8% |
| 10Y | +216.3% | +153.1% | +63.2% | +114.3% |
| All | +369.5% | +776.5% | -406.9% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling