+84.6%
TGT vs TRU
-7.3%
+91.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +1.0% |
| 7D | +0.8% | -6.8% | +7.5% | +1.6% |
| 30D | +12.2% | 0.0% | +12.2% | +12.1% |
| 3M | +33.8% | +13.3% | +20.5% | +31.6% |
| 6M | +39.3% | +3.4% | +35.9% | +38.6% |
| YTD | +72.9% | -6.4% | +79.2% | +73.3% |
| 1Y | +84.6% | -9.7% | +94.2% | +82.8% |
| All | +84.6% | -7.3% | +91.9% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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