+25.7%
USB vs TGT
-27.7%
+53.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | +2.6% | +2.6% | 0.0% | +1.9% |
| 30D | +8.4% | +4.7% | +3.7% | +7.0% |
| 3M | -5.5% | +4.6% | -10.1% | -7.0% |
| 6M | +17.7% | +34.9% | -17.1% | +7.7% |
| YTD | +17.6% | +70.9% | -53.4% | 0.0% |
| 1Y | +33.9% | +84.4% | -50.5% | +11.3% |
| 3Y | +103.8% | +69.1% | +34.7% | +65.8% |
| All | +25.7% | -27.7% | +53.4% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling