+77.2%
TGT vs CLX
-25.9%
+103.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -5.2% | -5.7% | +0.5% | -3.6% |
| 30D | +1.2% | -17.0% | +18.2% | +6.8% |
| 3M | +18.4% | -9.7% | +28.1% | +21.6% |
| 6M | +33.4% | -19.8% | +53.3% | +41.8% |
| YTD | +63.8% | -9.8% | +73.7% | +63.0% |
| 1Y | +77.2% | -26.2% | +103.3% | +88.0% |
| All | +77.2% | -25.9% | +103.0% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling