+1,047.3%
XLE vs TGT
+1,064.0%
-16.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | +5.4% | +2.6% | +2.8% | +4.7% |
| 30D | -3.9% | +4.7% | -8.6% | -5.3% |
| 3M | +7.0% | +4.6% | +2.5% | +5.3% |
| 6M | +14.2% | +34.9% | -20.7% | +4.9% |
| YTD | +48.2% | +70.9% | -22.7% | +27.4% |
| 1Y | +47.7% | +84.4% | -36.7% | +24.3% |
| 3Y | +70.0% | +69.1% | +0.9% | +40.8% |
| 5Y | +169.1% | -26.9% | +196.1% | +170.0% |
| 10Y | +180.7% | +207.6% | -26.9% | +83.5% |
| All | +1,047.3% | +1,064.0% | -16.6% | +413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling