+92.5%
USB vs TGT
+55.6%
+36.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.3% |
| 7D | -1.5% | +4.0% | -5.5% | -2.5% |
| 30D | +4.3% | +2.3% | +1.9% | +3.6% |
| 3M | -6.1% | +7.8% | -13.8% | -8.1% |
| 6M | +9.4% | +24.7% | -15.3% | +2.7% |
| YTD | +15.2% | +66.0% | -50.9% | -0.5% |
| 1Y | +32.8% | +78.8% | -46.0% | +12.2% |
| All | +92.5% | +55.6% | +36.9% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling