+396.5%
TGT vs CF
+5,948.3%
-5,551.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.8% |
| 7D | +0.8% | +6.0% | -5.2% | -0.2% |
| 30D | +12.2% | +14.8% | -2.7% | +9.5% |
| 3M | +33.8% | +14.1% | +19.7% | +30.5% |
| 6M | +39.3% | +28.5% | +10.8% | +31.5% |
| YTD | +72.9% | +74.9% | -2.1% | +54.4% |
| 1Y | +84.6% | +61.7% | +22.9% | +67.0% |
| 3Y | +46.2% | +80.3% | -34.1% | +27.7% |
| 5Y | -21.3% | +226.0% | -247.3% | -39.7% |
| 10Y | +213.5% | +569.9% | -356.3% | +98.4% |
| All | +396.5% | +5,948.3% | -5,551.8% | +76.3% |
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