+216.3%
TGT vs CF
+589.1%
-372.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | +9.5% | +18.1% | -8.6% | +7.0% |
| 3M | +32.3% | +23.4% | +8.9% | +28.1% |
| 6M | +37.0% | +17.1% | +19.9% | +32.3% |
| YTD | +71.0% | +76.2% | -5.2% | +54.5% |
| 1Y | +85.0% | +62.3% | +22.8% | +69.1% |
| 3Y | +46.8% | +71.8% | -25.0% | +30.8% |
| 5Y | -22.7% | +234.6% | -257.3% | -39.4% |
| 10Y | +216.3% | +574.3% | -358.0% | +120.6% |
| All | +216.3% | +589.1% | -372.9% | +120.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling