+36.4%
UPS vs TGT
+207.4%
-171.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.0% | -5.2% | +3.3% | -0.3% |
| 30D | -2.0% | +1.2% | -3.1% | -2.5% |
| 3M | -6.2% | +18.4% | -24.6% | -11.6% |
| 6M | +2.8% | +33.4% | -30.7% | -7.1% |
| YTD | +5.9% | +63.8% | -57.9% | -10.6% |
| 1Y | +26.2% | +77.2% | -50.9% | +3.6% |
| 3Y | -26.0% | +41.8% | -67.8% | -37.3% |
| 5Y | -34.3% | -25.5% | -8.7% | -33.7% |
| All | +36.4% | +207.4% | -171.0% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling