+185.3%
TGT vs RUN
-29.4%
+214.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.4% |
| 7D | -0.6% | +10.2% | -10.8% | -1.5% |
| 30D | +9.5% | -9.6% | +19.1% | +10.3% |
| 3M | +32.3% | -31.5% | +63.8% | +36.0% |
| 6M | +37.0% | -18.7% | +55.7% | +38.1% |
| YTD | +71.0% | -49.9% | +120.9% | +77.7% |
| 1Y | +85.0% | -45.5% | +130.5% | +89.4% |
| 3Y | +46.8% | -34.1% | +80.9% | +33.8% |
| 5Y | -22.7% | -79.4% | +56.7% | -25.7% |
| 10Y | +216.3% | +48.9% | +167.3% | +165.2% |
| All | +185.3% | -29.4% | +214.7% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling