+34.1%
XLP vs TGT
-21.2%
+55.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -0.9% | +12.2% | -13.1% | -2.9% |
| 3M | +3.8% | +33.8% | -30.0% | -1.5% |
| 6M | -1.7% | +39.3% | -41.0% | -7.5% |
| YTD | +10.3% | +72.9% | -62.6% | -0.2% |
| 1Y | +7.8% | +84.6% | -76.8% | -3.7% |
| 3Y | +27.2% | +46.2% | -19.0% | +14.7% |
| All | +34.1% | -21.2% | +55.3% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling