-22.7%
TGT vs URA
+131.0%
-153.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.6% |
| 7D | -0.6% | +8.1% | -8.7% | -1.9% |
| 30D | +9.5% | +5.8% | +3.8% | +8.4% |
| 3M | +32.3% | +3.4% | +28.8% | +30.9% |
| 6M | +37.0% | -2.6% | +39.6% | +35.9% |
| YTD | +71.0% | +11.2% | +59.9% | +63.4% |
| 1Y | +85.0% | +19.8% | +65.2% | +71.5% |
| 3Y | +46.8% | +121.5% | -74.6% | +12.5% |
| 5Y | -22.7% | +134.5% | -157.2% | -43.7% |
| All | -22.7% | +131.0% | -153.7% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling