-28.4%
TGT vs CG
-23.8%
-4.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.4% |
| 7D | +2.6% | -1.5% | +4.1% | +3.1% |
| 30D | +6.6% | +5.7% | +0.9% | +4.5% |
| 3M | +5.2% | -17.9% | +23.1% | +12.3% |
| 6M | +35.3% | -20.2% | +55.5% | +45.0% |
| YTD | +70.3% | -32.0% | +102.3% | +91.6% |
| 1Y | +81.2% | -27.0% | +108.2% | +98.0% |
| 3Y | +66.9% | +42.8% | +24.2% | +34.2% |
| All | -28.4% | -23.8% | -4.6% | -34.2% |
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