+30.6%
UPS vs TGT
+86.7%
-56.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +3.4% |
| 7D | +8.2% | +9.5% | -1.3% | +6.0% |
| 30D | +22.7% | +6.6% | +16.1% | +20.8% |
| 3M | +6.4% | +11.0% | -4.5% | +3.6% |
| 6M | +22.6% | +29.9% | -7.2% | +14.3% |
| YTD | +20.7% | +71.4% | -50.7% | +0.9% |
| 1Y | +30.6% | +88.6% | -58.0% | +4.6% |
| All | +30.6% | +86.7% | -56.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling