+43.3%
TGT vs URA
+116.4%
-73.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.8% | -3.1% |
| 7D | -3.6% | +5.7% | -9.3% | -4.0% |
| 30D | +4.4% | +5.6% | -1.2% | +3.9% |
| 3M | +25.4% | +6.2% | +19.2% | +24.6% |
| 6M | +33.4% | -8.2% | +41.6% | +33.6% |
| YTD | +65.6% | +9.7% | +55.9% | +61.1% |
| 1Y | +80.3% | +17.0% | +63.3% | +72.2% |
| All | +43.3% | +116.4% | -73.1% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling