+85.0%
TGT vs CF
+60.9%
+24.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.0% |
| 7D | -0.6% | -0.9% | +0.3% | -0.6% |
| 30D | +9.5% | +18.1% | -8.6% | +9.8% |
| 3M | +32.3% | +23.4% | +8.9% | +32.6% |
| 6M | +37.0% | +17.1% | +19.9% | +35.7% |
| YTD | +71.0% | +76.2% | -5.2% | +49.9% |
| 1Y | +85.0% | +62.3% | +22.8% | +65.8% |
| All | +85.0% | +60.9% | +24.1% | +65.8% |
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