-25.6%
TGT vs RUN
-81.3%
+55.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.0% |
| 7D | -5.0% | -3.4% | -1.7% | -4.8% |
| 30D | +3.0% | -14.0% | +17.0% | +4.4% |
| 3M | +22.6% | -27.5% | +50.1% | +25.8% |
| 6M | +31.2% | -29.0% | +60.2% | +34.1% |
| YTD | +63.7% | -53.1% | +116.8% | +71.7% |
| 1Y | +78.5% | -46.7% | +125.2% | +83.3% |
| 3Y | +40.5% | -38.3% | +78.8% | +25.2% |
| 5Y | -25.6% | -80.7% | +55.1% | -28.8% |
| All | -25.6% | -81.3% | +55.7% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling