+43.3%
TGT vs XRT
+40.3%
+3.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -1.7% |
| 7D | -3.6% | -2.4% | -1.2% | -1.4% |
| 30D | +4.4% | -6.9% | +11.4% | +11.5% |
| 3M | +25.4% | -0.4% | +25.8% | +26.0% |
| 6M | +33.4% | +2.2% | +31.1% | +30.6% |
| YTD | +65.6% | -0.7% | +66.3% | +66.3% |
| 1Y | +80.3% | -2.0% | +82.3% | +83.1% |
| All | +43.3% | +40.3% | +3.0% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling