+631.5%
XLU vs TGT
+1,015.6%
-384.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -5.2% | +3.6% | -0.7% |
| 30D | -3.3% | +1.2% | -4.5% | -3.6% |
| 3M | -3.2% | +18.4% | -21.5% | -6.2% |
| 6M | -7.0% | +33.4% | -40.4% | -11.9% |
| YTD | +0.6% | +63.8% | -63.2% | -8.3% |
| 1Y | +2.4% | +77.2% | -74.7% | -8.2% |
| 3Y | +46.3% | +41.8% | +4.5% | +32.8% |
| 5Y | +44.0% | -25.5% | +69.5% | +43.9% |
| 10Y | +140.1% | +204.9% | -64.8% | +79.7% |
| All | +631.5% | +1,015.6% | -384.1% | +289.9% |
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