+221.2%
UPS vs TGT
+818.1%
-596.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -2.3% | +9.5% | -11.8% | -5.0% |
| 3M | -5.2% | +32.3% | -37.5% | -13.1% |
| 6M | +1.4% | +37.0% | -35.6% | -8.3% |
| YTD | +6.1% | +71.0% | -64.9% | -10.3% |
| 1Y | +27.0% | +85.0% | -58.0% | +4.6% |
| 3Y | -25.9% | +46.8% | -72.7% | -36.6% |
| 5Y | -34.6% | -22.7% | -11.8% | -34.3% |
| 10Y | +36.2% | +216.3% | -180.1% | -11.7% |
| All | +221.2% | +818.1% | -596.9% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling