+78.5%
TGT vs XRT
-2.3%
+80.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | -5.0% | -3.6% | -1.5% | -2.0% |
| 30D | +3.0% | -6.7% | +9.7% | +9.4% |
| 3M | +22.6% | -1.4% | +24.0% | +24.4% |
| 6M | +31.2% | +1.7% | +29.5% | +30.1% |
| YTD | +63.7% | -1.5% | +65.2% | +66.6% |
| 1Y | +78.5% | -2.5% | +81.0% | +79.9% |
| All | +78.5% | -2.3% | +80.8% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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