-14.4%
TGT vs AUR
-36.7%
+22.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.9% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | +3.0% | -8.9% | +12.0% | +3.6% |
| 3M | +22.6% | +4.6% | +18.0% | +21.5% |
| 6M | +31.2% | +44.9% | -13.7% | +25.4% |
| YTD | +63.7% | +64.8% | -1.1% | +54.3% |
| 1Y | +78.5% | +16.4% | +62.1% | +72.8% |
| 3Y | +40.5% | +85.1% | -44.6% | +22.9% |
| 5Y | -25.6% | -36.1% | +10.5% | -33.8% |
| All | -14.4% | -36.7% | +22.3% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling