+81.8%
XLI vs TGT
-25.8%
+107.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.7% | -5.2% | +3.6% | -0.6% |
| 30D | -7.3% | +1.2% | -8.5% | -7.6% |
| 3M | -1.3% | +18.4% | -19.7% | -5.2% |
| 6M | +2.2% | +33.4% | -31.2% | -4.5% |
| YTD | +11.7% | +63.8% | -52.1% | -0.5% |
| 1Y | +14.3% | +77.2% | -62.9% | -0.3% |
| 3Y | +70.3% | +41.8% | +28.6% | +49.6% |
| All | +81.8% | -25.8% | +107.7% | +83.4% |
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