+203.6%
TGT vs CAG
-36.2%
+239.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -5.2% | -5.7% | +0.4% | -3.6% |
| 30D | +1.2% | -2.4% | +3.6% | +1.9% |
| 3M | +18.4% | +9.8% | +8.6% | +15.1% |
| 6M | +33.4% | -10.8% | +44.3% | +37.5% |
| YTD | +63.8% | -10.8% | +74.6% | +67.9% |
| 1Y | +77.2% | -19.0% | +96.1% | +86.5% |
| 3Y | +41.8% | -39.7% | +81.5% | +60.1% |
| 5Y | -25.5% | -43.0% | +17.4% | -14.3% |
| All | +203.6% | -36.2% | +239.8% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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