+823.0%
XLB vs TGT
+1,060.0%
-237.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | 0.0% | +2.6% | -2.6% | -0.8% |
| 30D | +5.3% | +6.6% | -1.3% | +3.1% |
| 3M | 0.0% | +5.2% | -5.2% | -1.9% |
| 6M | +1.2% | +35.3% | -34.1% | -8.6% |
| YTD | +16.9% | +70.3% | -53.4% | -2.4% |
| 1Y | +20.9% | +81.2% | -60.3% | -1.1% |
| 3Y | +43.3% | +66.9% | -23.6% | +14.9% |
| 5Y | +28.3% | -27.2% | +55.5% | +30.1% |
| 10Y | +165.3% | +206.6% | -41.3% | +57.7% |
| All | +823.0% | +1,060.0% | -237.0% | +225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling