-21.9%
TGT vs URI
+205.2%
-227.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +0.8% | -2.0% | +2.8% | +1.3% |
| 30D | +12.2% | -12.9% | +25.1% | +16.7% |
| 3M | +33.8% | -6.7% | +40.5% | +35.5% |
| 6M | +39.3% | +19.0% | +20.3% | +28.8% |
| YTD | +72.9% | +25.5% | +47.3% | +55.3% |
| 1Y | +84.6% | +5.5% | +79.0% | +75.9% |
| 3Y | +46.2% | +111.3% | -65.1% | +2.1% |
| All | -21.9% | +205.2% | -227.2% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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