+109.7%
USB vs TGT
+217.4%
-107.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +1.4% | +0.8% | +0.7% | +1.2% |
| 30D | -1.3% | +12.2% | -13.5% | -4.7% |
| 3M | +15.2% | +33.8% | -18.6% | +5.3% |
| 6M | +18.8% | +39.3% | -20.5% | +7.0% |
| YTD | +21.0% | +72.9% | -51.8% | +1.8% |
| 1Y | +34.0% | +84.6% | -50.5% | +10.3% |
| 3Y | +95.3% | +46.2% | +49.1% | +65.8% |
| 5Y | +40.4% | -21.3% | +61.7% | +38.7% |
| All | +109.7% | +217.4% | -107.7% | +38.2% |
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