+12.3%
XLI vs TGT
+86.7%
-74.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.7% | -1.4% |
| 7D | +0.6% | +9.5% | -8.9% | -0.1% |
| 30D | -0.4% | +6.6% | -7.0% | -0.8% |
| 3M | -8.8% | +11.0% | -19.8% | -9.5% |
| 6M | -0.4% | +29.9% | -30.2% | -2.9% |
| YTD | +10.1% | +71.4% | -61.3% | +2.3% |
| 1Y | +12.3% | +88.6% | -76.3% | +2.3% |
| All | +12.3% | +86.7% | -74.4% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling