+203.6%
TGT vs RUN
+42.2%
+161.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -5.2% | -3.7% | -1.5% | -4.9% |
| 30D | +1.2% | -13.0% | +14.2% | +2.4% |
| 3M | +18.4% | -31.8% | +50.2% | +22.2% |
| 6M | +33.4% | -32.2% | +65.7% | +37.0% |
| YTD | +63.8% | -53.5% | +117.3% | +72.0% |
| 1Y | +77.2% | -46.5% | +123.7% | +82.0% |
| 3Y | +41.8% | -37.6% | +79.4% | +28.0% |
| 5Y | -25.5% | -80.9% | +55.3% | -28.1% |
| All | +203.6% | +42.2% | +161.4% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling