+158.8%
XLB vs TGT
+207.2%
-48.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -3.5% | -5.0% | +1.5% | -2.3% |
| 30D | -4.7% | +3.0% | -7.7% | -5.5% |
| 3M | +2.7% | +22.6% | -19.9% | -2.8% |
| 6M | +2.6% | +31.2% | -28.6% | -4.8% |
| YTD | +12.8% | +63.7% | -50.9% | -1.4% |
| 1Y | +14.0% | +78.5% | -64.5% | -2.9% |
| 3Y | +31.5% | +40.5% | -9.1% | +14.6% |
| 5Y | +33.4% | -25.6% | +59.0% | +34.4% |
| All | +158.8% | +207.2% | -48.3% | +83.1% |
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