+47.5%
TGT vs CLF
-14.9%
+62.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.1% |
| 7D | +0.8% | +7.6% | -6.8% | -0.1% |
| 30D | +12.2% | -1.2% | +13.4% | +12.2% |
| 3M | +33.8% | -13.4% | +47.2% | +35.6% |
| 6M | +39.3% | +15.4% | +23.9% | +34.9% |
| YTD | +72.9% | -5.9% | +78.7% | +71.3% |
| 1Y | +84.6% | +18.8% | +65.7% | +72.8% |
| All | +47.5% | -14.9% | +62.3% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling