+1,455.3%
XLK vs TGT
+1,014.9%
+440.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -0.4% | -5.0% | +4.6% | +1.3% |
| 30D | -0.5% | +3.0% | -3.5% | -1.7% |
| 3M | +5.0% | +22.6% | -17.6% | -2.8% |
| 6M | +32.9% | +31.2% | +1.7% | +19.7% |
| YTD | +29.0% | +63.7% | -34.7% | +7.3% |
| 1Y | +37.8% | +78.5% | -40.6% | +10.8% |
| 3Y | +118.7% | +40.5% | +78.2% | +80.8% |
| 5Y | +145.6% | -25.6% | +171.1% | +146.8% |
| 10Y | +791.5% | +204.7% | +586.8% | +406.4% |
| All | +1,455.3% | +1,014.9% | +440.4% | +348.7% |
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