+7,715.0%
CME vs TGT
+726.2%
+6,988.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +3.9% | +2.6% | +1.3% | +3.0% |
| 30D | +11.3% | +4.7% | +6.7% | +9.5% |
| 3M | +19.6% | +4.6% | +15.0% | +17.3% |
| 6M | +8.1% | +34.9% | -26.8% | -3.0% |
| YTD | +20.4% | +70.9% | -50.5% | -1.2% |
| 1Y | +16.5% | +84.4% | -67.9% | -7.1% |
| 3Y | +66.4% | +69.1% | -2.7% | +25.8% |
| 5Y | +74.5% | -26.9% | +101.4% | +74.8% |
| 10Y | +308.5% | +207.6% | +100.8% | +92.9% |
| All | +7,715.0% | +726.2% | +6,988.8% | +2,205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling