+77.2%
TGT vs TRU
-13.7%
+90.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -5.2% | -2.7% | -2.5% | -4.9% |
| 30D | +1.2% | -2.0% | +3.2% | +1.4% |
| 3M | +18.4% | +18.4% | -0.1% | +16.0% |
| 6M | +33.4% | +8.9% | +24.6% | +31.9% |
| YTD | +63.8% | -8.9% | +72.7% | +65.1% |
| 1Y | +77.2% | -15.9% | +93.0% | +76.9% |
| All | +77.2% | -13.7% | +90.8% | +76.9% |
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