+128.8%
XLP vs TGT
+237.9%
-109.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | -0.1% |
| 7D | +0.1% | +4.7% | -4.7% | -0.9% |
| 30D | +8.9% | +8.0% | +1.0% | +7.2% |
| 3M | +7.5% | +11.7% | -4.2% | +5.0% |
| 6M | +9.4% | +34.7% | -25.3% | +2.8% |
| YTD | +19.3% | +74.4% | -55.1% | +6.2% |
| 1Y | +21.7% | +89.2% | -67.5% | +6.6% |
| 3Y | +44.0% | +73.4% | -29.4% | +23.7% |
| 5Y | +42.8% | -24.0% | +66.8% | +44.0% |
| 10Y | +128.8% | +225.5% | -96.7% | +71.0% |
| All | +128.8% | +237.9% | -109.1% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling