+203.6%
TGT vs CG
+314.7%
-111.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -5.2% | -9.9% | +4.6% | -2.3% |
| 30D | +1.2% | -11.7% | +12.8% | +4.8% |
| 3M | +18.4% | -4.3% | +22.7% | +19.2% |
| 6M | +33.4% | -8.8% | +42.2% | +35.8% |
| YTD | +63.8% | -26.9% | +90.7% | +77.2% |
| 1Y | +77.2% | -35.4% | +112.6% | +98.2% |
| 3Y | +41.8% | +43.0% | -1.3% | +21.7% |
| 5Y | -25.5% | +1.9% | -27.4% | -32.4% |
| All | +203.6% | +314.7% | -111.1% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling