+521.8%
TGT vs SPXU
-100.0%
+621.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | -0.6% |
| 7D | -5.2% | +2.5% | -7.7% | -4.6% |
| 30D | +1.2% | +4.2% | -3.0% | +2.4% |
| 3M | +18.4% | -9.3% | +27.6% | +15.8% |
| 6M | +33.4% | -30.7% | +64.1% | +22.6% |
| YTD | +63.8% | -28.1% | +91.9% | +52.4% |
| 1Y | +77.2% | -35.2% | +112.4% | +61.4% |
| 3Y | +41.8% | -79.9% | +121.7% | +3.0% |
| 5Y | -25.5% | -86.4% | +60.9% | -44.5% |
| 10Y | +204.9% | -99.5% | +304.4% | +29.4% |
| All | +521.8% | -100.0% | +621.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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