+203.6%
TGT vs CI
+144.2%
+59.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -5.2% | -0.1% | -5.2% | -5.2% |
| 30D | +1.2% | +1.8% | -0.6% | +0.8% |
| 3M | +18.4% | -4.2% | +22.6% | +19.4% |
| 6M | +33.4% | +8.8% | +24.6% | +30.3% |
| YTD | +63.8% | +3.7% | +60.1% | +61.4% |
| 1Y | +77.2% | -6.1% | +83.3% | +77.8% |
| 3Y | +41.8% | +4.5% | +37.3% | +35.9% |
| 5Y | -25.5% | +50.5% | -76.1% | -35.6% |
| All | +203.6% | +144.2% | +59.4% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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