-28.1%
TGT vs CF
+114.1%
-142.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.6% | +4.8% | -2.1% | +2.2% |
| 30D | +4.7% | +4.7% | 0.0% | +4.1% |
| 3M | +4.6% | +7.4% | -2.9% | +3.6% |
| 6M | +34.9% | +0.6% | +34.3% | +34.3% |
| YTD | +70.9% | +64.1% | +6.8% | +56.3% |
| 1Y | +84.4% | +51.4% | +33.0% | +70.6% |
| 3Y | +69.1% | +67.8% | +1.3% | +50.5% |
| All | -28.1% | +114.1% | -142.2% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling