+444.5%
CORZ vs TGT
+26.9%
+417.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.7% | +5.0% |
| 7D | +16.6% | -0.6% | +17.2% | +16.7% |
| 30D | -10.9% | +9.5% | -20.4% | -13.3% |
| 3M | -31.0% | +32.3% | -63.3% | -36.8% |
| 6M | +26.0% | +37.0% | -11.0% | +14.2% |
| YTD | +28.6% | +71.0% | -42.4% | +8.9% |
| 1Y | +34.5% | +85.0% | -50.6% | +10.8% |
| All | +444.5% | +26.9% | +417.5% | +359.6% |
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