+1.0%
XLU vs TGT
+86.7%
-85.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | 0.0% |
| 7D | +2.6% | +9.5% | -6.9% | +1.9% |
| 30D | +9.1% | +6.6% | +2.5% | +8.5% |
| 3M | -0.4% | +11.0% | -11.4% | -1.2% |
| 6M | -4.7% | +29.9% | -34.5% | -6.5% |
| YTD | +4.3% | +71.4% | -67.2% | +0.3% |
| 1Y | +1.0% | +88.6% | -87.6% | -3.8% |
| All | +1.0% | +86.7% | -85.7% | -3.8% |
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