+200.6%
TGT vs URA
+272.2%
-71.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.4% |
| 7D | +2.6% | +4.5% | -1.9% | +1.7% |
| 30D | +6.6% | -13.4% | +20.0% | +9.3% |
| 3M | +5.2% | -28.4% | +33.6% | +11.7% |
| 6M | +35.3% | -40.5% | +75.8% | +48.1% |
| YTD | +70.3% | -24.3% | +94.6% | +73.8% |
| 1Y | +81.2% | -28.8% | +110.0% | +86.8% |
| 3Y | +66.9% | +37.6% | +29.3% | +40.0% |
| 5Y | -27.2% | +30.7% | -57.9% | -40.4% |
| All | +200.6% | +272.2% | -71.7% | +87.8% |
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