+281.7%
CORZ vs TGT
+26.2%
+255.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +3.8% |
| 7D | -7.8% | +4.8% | -12.6% | -8.7% |
| 30D | -14.8% | +5.3% | -20.1% | -16.1% |
| 3M | -32.5% | +7.2% | -39.7% | -34.0% |
| 6M | -42.7% | +31.4% | -74.1% | -47.6% |
| YTD | -9.8% | +70.1% | -79.9% | -23.7% |
| 1Y | -31.9% | +85.5% | -117.5% | -44.0% |
| All | +281.7% | +26.2% | +255.5% | +222.1% |
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