+370.6%
TGT vs URA
-31.1%
+401.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +12.2% | +7.4% | +4.8% | +10.5% |
| 3M | +33.8% | -8.4% | +42.2% | +35.2% |
| 6M | +39.3% | -12.7% | +52.0% | +41.0% |
| YTD | +72.9% | +7.8% | +65.1% | +66.1% |
| 1Y | +84.6% | +19.5% | +65.1% | +71.5% |
| 3Y | +46.2% | +116.4% | -70.2% | +15.7% |
| 5Y | -21.3% | +134.3% | -155.6% | -40.7% |
| 10Y | +213.5% | +359.3% | -145.7% | +95.1% |
| All | +370.6% | -31.1% | +401.7% | +271.7% |
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 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