+201.6%
TGT vs CMS
+140.2%
+61.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | -0.2% |
| 7D | +2.6% | +1.7% | +0.9% | +2.0% |
| 30D | +4.7% | +6.2% | -1.5% | +2.6% |
| 3M | +4.6% | +0.6% | +3.9% | +4.3% |
| 6M | +34.9% | -1.8% | +36.6% | +35.5% |
| YTD | +70.9% | +3.8% | +67.1% | +68.0% |
| 1Y | +84.4% | -1.8% | +86.1% | +84.7% |
| 3Y | +69.1% | +39.8% | +29.3% | +48.2% |
| 5Y | -26.9% | +37.1% | -64.0% | -36.1% |
| All | +201.6% | +140.2% | +61.4% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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