+821.1%
XLB vs TGT
+1,064.0%
-242.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +0.5% | +2.6% | -2.1% | -0.3% |
| 30D | +5.2% | +4.7% | +0.5% | +3.6% |
| 3M | +0.3% | +4.6% | -4.2% | -1.4% |
| 6M | +1.2% | +34.9% | -33.7% | -8.6% |
| YTD | +16.6% | +70.9% | -54.3% | -2.7% |
| 1Y | +21.4% | +84.4% | -62.9% | -1.2% |
| 3Y | +43.2% | +69.1% | -25.9% | +14.3% |
| 5Y | +28.0% | -26.9% | +55.0% | +29.7% |
| 10Y | +164.8% | +207.6% | -42.9% | +57.2% |
| All | +821.1% | +1,064.0% | -242.9% | +224.5% |
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