-27.2%
TGT vs CF
+117.5%
-144.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | +2.6% | +5.4% | -2.8% | +2.1% |
| 30D | +6.6% | +6.5% | +0.1% | +5.9% |
| 3M | +5.2% | +4.6% | +0.6% | +4.5% |
| 6M | +35.3% | -3.3% | +38.6% | +35.4% |
| YTD | +70.3% | +63.9% | +6.4% | +55.7% |
| 1Y | +81.2% | +50.4% | +30.7% | +67.8% |
| 3Y | +66.9% | +68.2% | -1.3% | +48.4% |
| 5Y | -27.2% | +113.8% | -141.0% | -36.7% |
| All | -27.2% | +117.5% | -144.7% | -36.7% |
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