+400.9%
TGT vs CF
+5,310.1%
-4,909.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +4.7% | -0.9% | +5.6% | +4.8% |
| 30D | +8.0% | +6.9% | +1.0% | +6.6% |
| 3M | +11.7% | +4.8% | +6.8% | +10.4% |
| 6M | +34.7% | +4.7% | +30.1% | +32.6% |
| YTD | +74.4% | +56.5% | +17.9% | +58.2% |
| 1Y | +89.2% | +48.4% | +40.8% | +73.2% |
| 3Y | +73.4% | +59.1% | +14.2% | +54.3% |
| 5Y | -24.0% | +109.5% | -133.6% | -37.1% |
| 10Y | +225.5% | +487.0% | -261.5% | +110.6% |
| All | +400.9% | +5,310.1% | -4,909.2% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling