+157.1%
XLE vs TGT
-25.1%
+182.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.7% |
| 7D | -6.7% | +5.5% | -12.2% | -7.5% |
| 30D | -4.4% | +6.0% | -10.4% | -5.4% |
| 3M | +4.0% | +8.0% | -4.0% | +2.4% |
| 6M | +13.2% | +32.3% | -19.2% | +7.4% |
| YTD | +41.9% | +71.3% | -29.4% | +28.1% |
| 1Y | +41.6% | +86.8% | -45.2% | +25.6% |
| 3Y | +64.0% | +67.9% | -3.9% | +42.9% |
| All | +157.1% | -25.1% | +182.2% | +163.9% |
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 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