-0.6%
XLC vs TGT
+84.5%
-85.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | +1.0% | +12.2% | -11.1% | -0.5% |
| 3M | -0.7% | +33.8% | -34.5% | -4.1% |
| 6M | -5.1% | +39.3% | -44.4% | -8.9% |
| YTD | -4.3% | +72.9% | -77.1% | -10.6% |
| 1Y | -0.6% | +84.6% | -85.1% | -9.5% |
| All | -0.6% | +84.5% | -85.1% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling