+49.9%
XLE vs TGT
+86.7%
-36.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.6% | -10.4% | -4.4% |
| 7D | -7.2% | +9.5% | -16.7% | -6.8% |
| 30D | +0.1% | +6.6% | -6.5% | +0.4% |
| 3M | +9.2% | +11.0% | -1.8% | +9.6% |
| 6M | +8.4% | +29.9% | -21.5% | +8.9% |
| YTD | +44.9% | +71.4% | -26.6% | +42.4% |
| 1Y | +49.9% | +88.6% | -38.7% | +45.1% |
| All | +49.9% | +86.7% | -36.9% | +45.1% |
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