+368.9%
TGT vs URA
-49.7%
+418.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | +0.5% | +2.9% | -2.4% | -0.1% |
| 30D | +6.7% | -10.8% | +17.5% | +8.7% |
| 3M | +8.4% | -25.5% | +33.9% | +14.0% |
| 6M | +40.7% | -41.2% | +81.9% | +53.6% |
| YTD | +72.2% | -21.3% | +93.5% | +74.9% |
| 1Y | +86.2% | -25.7% | +111.9% | +90.7% |
| 3Y | +68.8% | +43.1% | +25.8% | +44.6% |
| 5Y | -25.2% | +35.6% | -60.8% | -37.0% |
| 10Y | +210.0% | +281.3% | -71.3% | +99.6% |
| All | +368.9% | -49.7% | +418.5% | +291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling