+455.1%
TGT vs XRT
+514.3%
-59.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.5% |
| 7D | +0.8% | +0.8% | 0.0% | +0.2% |
| 30D | +12.2% | -4.2% | +16.4% | +15.8% |
| 3M | +33.8% | +5.1% | +28.7% | +29.2% |
| 6M | +39.3% | +2.4% | +36.9% | +36.8% |
| YTD | +72.9% | +3.2% | +69.7% | +68.9% |
| 1Y | +84.6% | +1.5% | +83.0% | +82.5% |
| 3Y | +46.2% | +40.6% | +5.7% | +14.9% |
| 5Y | -21.3% | -1.0% | -20.4% | -21.9% |
| 10Y | +213.5% | +128.4% | +85.1% | +49.5% |
| All | +455.1% | +514.3% | -59.2% | +4.2% |
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