+88.6%
TGT vs CF
+35.9%
+52.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.4% | +10.0% | +5.5% |
| 7D | +9.5% | -6.9% | +16.4% | +9.3% |
| 30D | +6.6% | -3.7% | +10.3% | +6.5% |
| 3M | +11.0% | -5.0% | +15.9% | +10.9% |
| 6M | +29.9% | -10.5% | +40.3% | +30.2% |
| YTD | +71.4% | +46.5% | +24.9% | +44.9% |
| 1Y | +88.6% | +34.8% | +53.8% | +69.4% |
| All | +88.6% | +35.9% | +52.7% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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