-25.6%
TGT vs UL
+18.7%
-44.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.7% |
| 7D | -5.0% | -4.1% | -1.0% | -3.8% |
| 30D | +3.0% | -1.2% | +4.2% | +3.5% |
| 3M | +22.6% | +6.0% | +16.6% | +20.5% |
| 6M | +31.2% | -5.5% | +36.7% | +32.8% |
| YTD | +63.7% | -3.3% | +67.0% | +64.2% |
| 1Y | +78.5% | -9.8% | +88.3% | +82.5% |
| 3Y | +40.5% | +20.1% | +20.4% | +29.4% |
| 5Y | -25.6% | +19.2% | -44.8% | -35.5% |
| All | -25.6% | +18.7% | -44.3% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling