+149.7%
XBI vs TGT
+207.4%
-57.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.6% | -5.2% | +0.6% | -3.2% |
| 30D | -2.0% | +1.2% | -3.2% | -2.4% |
| 3M | +17.8% | +18.4% | -0.6% | +11.7% |
| 6M | +23.7% | +33.4% | -9.7% | +13.0% |
| YTD | +28.2% | +63.8% | -35.6% | +9.9% |
| 1Y | +64.0% | +77.2% | -13.2% | +36.8% |
| 3Y | +99.4% | +41.8% | +57.6% | +69.8% |
| 5Y | +19.3% | -25.5% | +44.9% | +21.0% |
| All | +149.7% | +207.4% | -57.7% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling