-24.7%
TGT vs CG
+5.2%
-29.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -1.8% |
| 7D | -3.6% | -6.4% | +2.9% | -1.3% |
| 30D | +4.4% | -7.1% | +11.5% | +6.9% |
| 3M | +25.4% | -1.6% | +27.0% | +25.2% |
| 6M | +33.4% | -8.3% | +41.7% | +36.0% |
| YTD | +65.6% | -23.8% | +89.4% | +79.3% |
| 1Y | +80.3% | -28.7% | +109.0% | +98.9% |
| 3Y | +42.1% | +49.2% | -7.0% | +13.2% |
| All | -24.7% | +5.2% | -29.9% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling