+41.8%
TGT vs UMC
+261.2%
-219.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.1% |
| 7D | -5.2% | +9.0% | -14.2% | -5.9% |
| 30D | +1.2% | +17.2% | -16.1% | -0.1% |
| 3M | +18.4% | +11.4% | +7.0% | +16.0% |
| 6M | +33.4% | +137.5% | -104.1% | +18.4% |
| YTD | +63.8% | +193.1% | -129.3% | +37.5% |
| 1Y | +77.2% | +240.3% | -163.1% | +43.7% |
| 3Y | +41.8% | +262.2% | -220.4% | +12.4% |
| All | +41.8% | +261.2% | -219.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 3y: compounded portfolio wealth divided by compounded UMC 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…
3y analysis · Full analysis span regression · 6 months rolling