+210.0%
TGT vs CLF
+83.8%
+126.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | +0.5% | +2.3% | -1.9% | +0.1% |
| 30D | +6.7% | +1.9% | +4.7% | +5.8% |
| 3M | +8.4% | +5.9% | +2.5% | +6.7% |
| 6M | +40.7% | +16.9% | +23.8% | +35.6% |
| YTD | +72.2% | -1.1% | +73.3% | +68.0% |
| 1Y | +86.2% | +28.8% | +57.3% | +75.1% |
| 3Y | +68.8% | -20.6% | +89.4% | +61.5% |
| 5Y | -25.2% | -41.5% | +16.3% | -27.7% |
| 10Y | +210.0% | +87.5% | +122.5% | +149.7% |
| All | +210.0% | +83.8% | +126.2% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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