+1,106.7%
XLY vs TGT
+1,015.6%
+91.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | -5.2% | +3.5% | +0.6% |
| 30D | -4.2% | +1.2% | -5.4% | -4.8% |
| 3M | -2.7% | +18.4% | -21.1% | -10.0% |
| 6M | -0.6% | +33.4% | -34.1% | -13.1% |
| YTD | -5.0% | +63.8% | -68.8% | -24.4% |
| 1Y | -4.1% | +77.2% | -81.3% | -26.5% |
| 3Y | +33.6% | +41.8% | -8.2% | +5.9% |
| 5Y | +28.7% | -25.5% | +54.2% | +31.3% |
| 10Y | +219.6% | +204.9% | +14.7% | +56.5% |
| All | +1,106.7% | +1,015.6% | +91.2% | +161.9% |
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