+88.6%
TGT vs AUR
-17.4%
+106.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.4% | +10.1% | +5.7% |
| 7D | +9.5% | -19.8% | +29.3% | +9.8% |
| 30D | +6.6% | -29.0% | +35.7% | +7.1% |
| 3M | +11.0% | -43.6% | +54.5% | +12.2% |
| 6M | +29.9% | -36.6% | +66.5% | +29.7% |
| YTD | +71.4% | +6.3% | +65.2% | +59.6% |
| 1Y | +88.6% | -9.0% | +97.6% | +78.1% |
| All | +88.6% | -17.4% | +106.0% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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