+84.6%
TGT vs RUN
-46.2%
+130.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.8% | +1.3% | -0.5% | +0.7% |
| 30D | +12.2% | -15.3% | +27.4% | +12.9% |
| 3M | +33.8% | -40.0% | +73.8% | +36.2% |
| 6M | +39.3% | -27.0% | +66.2% | +40.8% |
| YTD | +72.9% | -51.7% | +124.5% | +76.5% |
| 1Y | +84.6% | -45.9% | +130.4% | +89.0% |
| All | +84.6% | -46.2% | +130.7% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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