+448.9%
TGT vs XRT
+539.9%
-91.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +2.6% | +1.7% | +0.9% | +1.4% |
| 30D | +4.7% | +7.5% | -2.8% | -0.7% |
| 3M | +4.6% | +2.2% | +2.4% | +3.0% |
| 6M | +34.9% | +14.7% | +20.2% | +22.1% |
| YTD | +70.9% | +7.5% | +63.4% | +62.1% |
| 1Y | +84.4% | +14.1% | +70.2% | +67.5% |
| 3Y | +69.1% | +58.8% | +10.3% | +21.9% |
| 5Y | -26.9% | -3.9% | -23.0% | -25.7% |
| 10Y | +207.6% | +137.7% | +70.0% | +42.7% |
| All | +448.9% | +539.9% | -91.0% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling