+91.7%
USB vs TGT
+218.2%
-126.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | 0.0% | +2.6% | -2.6% | -0.8% |
| 30D | +5.8% | +5.0% | +0.9% | +4.3% |
| 3M | -6.0% | +8.5% | -14.5% | -8.5% |
| 6M | +7.8% | +23.8% | -16.0% | +0.4% |
| YTD | +14.6% | +66.5% | -51.9% | -2.7% |
| 1Y | +31.8% | +84.9% | -53.1% | +8.3% |
| 3Y | +91.5% | +59.2% | +32.3% | +58.0% |
| 5Y | +22.0% | -27.2% | +49.2% | +23.4% |
| All | +91.7% | +218.2% | -126.4% | +31.0% |
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