+192.9%
XOM vs TGT
+207.4%
-14.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +4.1% | -5.2% | +9.3% | +5.1% |
| 30D | +4.6% | +1.2% | +3.4% | +4.2% |
| 3M | +14.0% | +18.4% | -4.4% | +10.2% |
| 6M | +11.0% | +33.4% | -22.5% | +4.6% |
| YTD | +40.7% | +63.8% | -23.1% | +27.2% |
| 1Y | +52.3% | +77.2% | -24.9% | +35.3% |
| 3Y | +60.5% | +41.8% | +18.7% | +44.0% |
| 5Y | +266.4% | -25.5% | +291.9% | +269.0% |
| All | +192.9% | +207.4% | -14.4% | +113.2% |
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