+181.3%
XLE vs TGT
+208.0%
-26.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.5% |
| 7D | +0.3% | -3.6% | +3.9% | +1.1% |
| 30D | +8.5% | +4.4% | +4.1% | +7.4% |
| 3M | +14.6% | +25.4% | -10.7% | +8.6% |
| 6M | +17.6% | +33.4% | -15.8% | +9.4% |
| YTD | +48.1% | +65.6% | -17.5% | +30.7% |
| 1Y | +53.8% | +80.3% | -26.5% | +32.7% |
| 3Y | +56.2% | +42.1% | +14.1% | +37.2% |
| 5Y | +227.7% | -25.0% | +252.7% | +230.1% |
| 10Y | +181.3% | +208.2% | -26.9% | +90.1% |
| All | +181.3% | +208.0% | -26.7% | +90.1% |
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 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