+37.6%
XLC vs TGT
-25.2%
+62.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.1% |
| 7D | -1.4% | -3.6% | +2.2% | -0.6% |
| 30D | -0.9% | +4.4% | -5.3% | -1.9% |
| 3M | -0.3% | +25.4% | -25.7% | -5.4% |
| 6M | -5.2% | +33.4% | -38.5% | -11.5% |
| YTD | -5.3% | +65.6% | -70.9% | -16.2% |
| 1Y | -2.8% | +80.3% | -83.1% | -15.9% |
| 3Y | +71.2% | +42.1% | +29.1% | +48.8% |
| 5Y | +37.6% | -25.0% | +62.6% | +41.3% |
| All | +37.6% | -25.2% | +62.7% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling