+425.9%
CORZ vs TGT
+22.9%
+403.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.6% |
| 7D | +7.6% | -3.6% | +11.2% | +8.7% |
| 30D | -6.9% | +4.4% | -11.4% | -8.3% |
| 3M | -33.0% | +25.4% | -58.4% | -37.7% |
| 6M | +19.3% | +33.4% | -14.0% | +8.8% |
| YTD | +24.2% | +65.6% | -41.3% | +6.1% |
| 1Y | +24.5% | +80.3% | -55.8% | +3.3% |
| All | +425.9% | +22.9% | +403.0% | +347.8% |
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