+76.1%
CME vs TGT
-25.2%
+101.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | -0.6% | -3.6% | +2.9% | -0.4% |
| 30D | +4.7% | +4.4% | +0.3% | +4.4% |
| 3M | +7.8% | +25.4% | -17.5% | +6.3% |
| 6M | -11.0% | +33.4% | -44.3% | -12.6% |
| YTD | +4.0% | +65.6% | -61.6% | +0.5% |
| 1Y | +9.1% | +80.3% | -71.2% | +4.8% |
| 3Y | +52.3% | +42.1% | +10.1% | +45.8% |
| 5Y | +76.1% | -25.0% | +101.1% | +89.0% |
| All | +76.1% | -25.2% | +101.3% | +89.0% |
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