+208.2%
TGT vs CMS
+116.0%
+92.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | -3.6% | +0.2% | -3.7% | -3.6% |
| 30D | +4.4% | -1.3% | +5.7% | +4.8% |
| 3M | +25.4% | -5.4% | +30.8% | +27.6% |
| 6M | +33.4% | -10.3% | +43.7% | +38.0% |
| YTD | +65.6% | -0.2% | +65.8% | +65.0% |
| 1Y | +80.3% | -0.9% | +81.1% | +79.8% |
| 3Y | +42.1% | +34.0% | +8.2% | +26.8% |
| 5Y | -25.0% | +23.6% | -48.6% | -31.9% |
| 10Y | +208.2% | +122.2% | +86.0% | +178.7% |
| All | +208.2% | +116.0% | +92.2% | +178.7% |
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