+169.4%
XLV vs TGT
+207.4%
-38.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -3.6% | -5.2% | +1.7% | -2.6% |
| 30D | -1.8% | +1.2% | -3.0% | -2.1% |
| 3M | +7.8% | +18.4% | -10.6% | +4.3% |
| 6M | +9.1% | +33.4% | -24.3% | +3.1% |
| YTD | +7.7% | +63.8% | -56.1% | -2.2% |
| 1Y | +20.4% | +77.2% | -56.7% | +7.5% |
| 3Y | +30.8% | +41.8% | -11.0% | +17.8% |
| 5Y | +34.6% | -25.5% | +60.2% | +36.1% |
| All | +169.4% | +207.4% | -38.0% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling