+208.2%
TGT vs CLF
+116.4%
+91.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.0% |
| 7D | -3.6% | -2.7% | -0.9% | -3.3% |
| 30D | +4.4% | -3.2% | +7.6% | +4.7% |
| 3M | +25.4% | -5.0% | +30.3% | +25.3% |
| 6M | +33.4% | +26.6% | +6.8% | +27.7% |
| YTD | +65.6% | -9.0% | +74.5% | +64.4% |
| 1Y | +80.3% | +11.8% | +68.4% | +72.2% |
| 3Y | +42.1% | -15.1% | +57.2% | +35.7% |
| 5Y | -25.0% | -48.2% | +23.2% | -26.1% |
| 10Y | +208.2% | +127.6% | +80.6% | +143.5% |
| All | +208.2% | +116.4% | +91.8% | +143.5% |
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