+203.4%
TGT vs URA
+361.2%
-157.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.8% | -0.4% |
| 7D | -5.0% | -1.5% | -3.5% | -4.8% |
| 30D | +3.0% | -0.4% | +3.4% | +2.9% |
| 3M | +22.6% | +6.3% | +16.4% | +20.4% |
| 6M | +31.2% | -14.0% | +45.2% | +33.3% |
| YTD | +63.7% | +5.3% | +58.4% | +57.2% |
| 1Y | +78.5% | +11.7% | +66.8% | +66.8% |
| 3Y | +40.5% | +109.8% | -69.3% | +7.9% |
| 5Y | -25.6% | +108.0% | -133.5% | -45.0% |
| All | +203.4% | +361.2% | -157.8% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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