+143.7%
XLC vs TGT
+156.8%
-13.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.5% | -5.2% | +5.7% | +1.8% |
| 30D | +2.1% | +1.2% | +0.9% | +1.7% |
| 3M | +0.7% | +18.4% | -17.7% | -3.8% |
| 6M | -3.2% | +33.4% | -36.7% | -10.5% |
| YTD | -3.8% | +63.8% | -67.6% | -15.9% |
| 1Y | -2.0% | +77.2% | -79.2% | -16.3% |
| 3Y | +71.4% | +41.8% | +29.6% | +47.6% |
| 5Y | +40.7% | -25.5% | +66.2% | +43.6% |
| All | +143.7% | +156.8% | -13.1% | +71.8% |
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