+203.6%
TGT vs UL
+66.7%
+136.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -5.2% | -3.4% | -1.8% | -4.2% |
| 30D | +1.2% | +0.5% | +0.7% | +1.1% |
| 3M | +18.4% | +7.2% | +11.1% | +15.9% |
| 6M | +33.4% | -3.1% | +36.5% | +34.3% |
| YTD | +63.8% | -2.7% | +66.5% | +64.3% |
| 1Y | +77.2% | -10.2% | +87.4% | +81.9% |
| 3Y | +41.8% | +20.3% | +21.5% | +31.4% |
| 5Y | -25.5% | +19.9% | -45.5% | -32.0% |
| All | +203.6% | +66.7% | +136.9% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling