+80.5%
USB vs TGT
+208.6%
-128.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | +5.7% | +6.7% | -0.9% | +3.6% |
| 3M | -4.7% | +8.4% | -13.1% | -7.2% |
| 6M | +13.4% | +40.7% | -27.3% | +1.8% |
| YTD | +17.0% | +72.2% | -55.2% | -1.5% |
| 1Y | +32.4% | +86.2% | -53.8% | +8.7% |
| 3Y | +101.7% | +68.8% | +32.9% | +63.7% |
| 5Y | +24.4% | -25.2% | +49.6% | +24.8% |
| All | +80.5% | +208.6% | -128.2% | +21.3% |
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 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