+42.4%
TGT vs USAR
+74.0%
-31.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +0.8% | -2.1% | +2.9% | +0.8% |
| 30D | +12.2% | +2.6% | +9.6% | +12.1% |
| 3M | +33.8% | -35.0% | +68.8% | +34.4% |
| 6M | +39.3% | -6.9% | +46.2% | +38.8% |
| YTD | +72.9% | +48.0% | +24.9% | +71.0% |
| 1Y | +84.6% | +24.8% | +59.7% | +82.1% |
| 3Y | +46.2% | +73.2% | -27.0% | +40.4% |
| All | +42.4% | +74.0% | -31.6% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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