+173.9%
XLE vs TGT
+214.1%
-40.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | -4.0% | +6.7% | -10.7% | -5.5% |
| 3M | +4.6% | +8.4% | -3.8% | +2.4% |
| 6M | +12.3% | +40.7% | -28.4% | +3.3% |
| YTD | +44.5% | +72.2% | -27.7% | +26.2% |
| 1Y | +42.4% | +86.2% | -43.7% | +21.9% |
| 3Y | +67.0% | +68.8% | -1.8% | +40.2% |
| 5Y | +161.9% | -25.2% | +187.1% | +164.4% |
| 10Y | +173.9% | +210.0% | -36.2% | +87.9% |
| All | +173.9% | +214.1% | -40.2% | +87.9% |
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