+2.4%
XLU vs TGT
+78.4%
-76.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -5.2% | +3.6% | -1.3% |
| 30D | -3.3% | +1.2% | -4.5% | -3.4% |
| 3M | -3.2% | +18.4% | -21.5% | -4.4% |
| 6M | -7.0% | +33.4% | -40.4% | -8.9% |
| YTD | +0.6% | +63.8% | -63.2% | -2.7% |
| 1Y | +2.4% | +77.2% | -74.7% | -1.8% |
| All | +2.4% | +78.4% | -76.0% | -1.8% |
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