-41.3%
CORZ vs TGT
+86.7%
-128.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.6% | -16.0% | -10.3% |
| 7D | -14.9% | +9.5% | -24.4% | -15.2% |
| 30D | -23.1% | +6.6% | -29.7% | -23.2% |
| 3M | -44.1% | +11.0% | -55.0% | -44.8% |
| 6M | -39.5% | +29.9% | -69.4% | -43.1% |
| YTD | -12.4% | +71.4% | -83.8% | -22.9% |
| 1Y | -41.3% | +88.6% | -129.9% | -48.9% |
| All | -41.3% | +86.7% | -128.0% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling