+88.6%
TGT vs UL
+1.7%
+86.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.4% | +4.3% |
| 7D | +9.5% | +4.7% | +4.8% | +7.5% |
| 30D | +6.6% | +11.6% | -5.0% | +2.3% |
| 3M | +11.0% | +5.3% | +5.7% | +8.8% |
| 6M | +29.9% | +16.0% | +13.8% | +23.3% |
| YTD | +71.4% | +5.0% | +66.5% | +63.1% |
| 1Y | +88.6% | +1.1% | +87.5% | +84.7% |
| All | +88.6% | +1.7% | +86.9% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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