+7.2%
XLP vs TGT
+81.6%
-74.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -1.3% | +9.5% | -10.8% | -3.3% |
| 3M | +1.8% | +32.3% | -30.4% | -4.1% |
| 6M | -0.8% | +37.0% | -37.8% | -7.5% |
| YTD | +9.5% | +71.0% | -61.5% | -2.6% |
| 1Y | +7.2% | +85.0% | -77.9% | -6.0% |
| All | +7.2% | +81.6% | -74.5% | -6.0% |
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 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