+508.9%
XLP vs TGT
+1,077.2%
-568.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -0.9% | +12.2% | -13.1% | -3.2% |
| 3M | +3.8% | +33.8% | -30.0% | -2.3% |
| 6M | -1.7% | +39.3% | -41.0% | -8.4% |
| YTD | +10.3% | +72.9% | -62.6% | -1.7% |
| 1Y | +7.8% | +84.6% | -76.8% | -5.3% |
| 3Y | +27.2% | +46.2% | -19.0% | +13.7% |
| 5Y | +32.5% | -21.3% | +53.9% | +31.7% |
| 10Y | +101.8% | +213.5% | -111.7% | +46.5% |
| All | +508.9% | +1,077.2% | -568.3% | +197.3% |
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 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