+1,093.3%
XLI vs TGT
+1,027.7%
+65.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.5% |
| 7D | -0.6% | -3.6% | +3.0% | +0.6% |
| 30D | -6.9% | +4.4% | -11.4% | -8.3% |
| 3M | -1.9% | +25.4% | -27.3% | -9.2% |
| 6M | +1.0% | +33.4% | -32.3% | -8.6% |
| YTD | +11.3% | +65.6% | -54.3% | -6.2% |
| 1Y | +15.8% | +80.3% | -64.5% | -5.3% |
| 3Y | +69.8% | +42.1% | +27.7% | +42.7% |
| 5Y | +80.9% | -25.0% | +105.9% | +81.2% |
| 10Y | +257.2% | +208.2% | +49.0% | +109.3% |
| All | +1,093.3% | +1,027.7% | +65.6% | +305.2% |
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