+272.2%
CME vs TGT
+207.2%
+65.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -2.4% | -5.0% | +2.7% | -1.7% |
| 30D | +6.2% | +3.0% | +3.1% | +5.7% |
| 3M | +4.4% | +22.6% | -18.2% | +1.4% |
| 6M | -9.6% | +31.2% | -40.8% | -13.2% |
| YTD | +3.8% | +63.7% | -59.9% | -3.5% |
| 1Y | +9.5% | +78.5% | -69.0% | +0.4% |
| 3Y | +51.9% | +40.5% | +11.4% | +39.6% |
| 5Y | +78.7% | -25.6% | +104.3% | +83.9% |
| All | +272.2% | +207.2% | +65.1% | +177.5% |
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 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