+68.5%
XLI vs TGT
+39.8%
+28.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -2.3% | -5.0% | +2.8% | -1.5% |
| 30D | -8.2% | +3.0% | -11.2% | -8.7% |
| 3M | +0.8% | +22.6% | -21.8% | -2.7% |
| 6M | +0.8% | +31.2% | -30.4% | -3.9% |
| YTD | +10.5% | +63.7% | -53.2% | +1.2% |
| 1Y | +14.1% | +78.5% | -64.4% | +2.7% |
| All | +68.5% | +39.8% | +28.8% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling