+20.7%
XLK vs TGT
+86.7%
-66.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | +0.4% |
| 7D | -7.6% | +9.5% | -17.1% | -6.9% |
| 30D | -12.2% | +6.6% | -18.8% | -11.6% |
| 3M | -5.5% | +11.0% | -16.4% | -4.7% |
| 6M | +9.2% | +29.9% | -20.7% | +9.9% |
| YTD | +23.0% | +71.4% | -48.4% | +21.5% |
| 1Y | +20.7% | +88.6% | -67.9% | +17.3% |
| All | +20.7% | +86.7% | -66.0% | +17.3% |
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