+412.9%
XLF vs TGT
+1,027.7%
-614.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.9% |
| 7D | -1.0% | -3.6% | +2.5% | +0.4% |
| 30D | -1.3% | +4.4% | -5.7% | -3.2% |
| 3M | +9.1% | +25.4% | -16.2% | -1.1% |
| 6M | +14.4% | +33.4% | -19.0% | +0.5% |
| YTD | +5.1% | +65.6% | -60.5% | -15.9% |
| 1Y | +8.6% | +80.3% | -71.7% | -16.4% |
| 3Y | +74.4% | +42.1% | +32.3% | +38.3% |
| 5Y | +64.4% | -25.0% | +89.4% | +63.3% |
| 10Y | +251.6% | +208.2% | +43.4% | +66.5% |
| All | +412.9% | +1,027.7% | -614.8% | +21.3% |
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