-25.6%
TGT vs XRT
-4.5%
-21.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.5% |
| 7D | -5.0% | -3.6% | -1.5% | -2.2% |
| 30D | +3.0% | -6.7% | +9.7% | +9.1% |
| 3M | +22.6% | -1.4% | +24.0% | +24.2% |
| 6M | +31.2% | +1.7% | +29.5% | +29.4% |
| YTD | +63.7% | -1.5% | +65.2% | +65.6% |
| 1Y | +78.5% | -2.5% | +81.0% | +82.0% |
| 3Y | +40.5% | +39.9% | +0.6% | +8.2% |
| 5Y | -25.6% | -2.6% | -23.0% | -31.4% |
| All | -25.6% | -4.5% | -21.1% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling