+688.6%
CAT vs TGT
+206.3%
+482.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +7.4% | +2.6% | +4.8% | +6.8% |
| 30D | -19.7% | +4.7% | -24.4% | -20.7% |
| 3M | -29.6% | +4.6% | -34.2% | -30.7% |
| 6M | -33.2% | +34.9% | -68.1% | -38.8% |
| YTD | +5.7% | +70.9% | -65.2% | -9.2% |
| 1Y | +9.3% | +84.4% | -75.0% | -8.1% |
| 3Y | +158.3% | +69.1% | +89.2% | +114.0% |
| 5Y | +211.6% | -26.9% | +238.5% | +213.9% |
| All | +688.6% | +206.3% | +482.4% | +430.7% |
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