-21.9%
TGT vs CMS
+25.9%
-47.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +12.2% | -3.6% | +15.8% | +13.5% |
| 3M | +33.8% | -1.9% | +35.7% | +34.5% |
| 6M | +39.3% | -11.0% | +50.3% | +44.9% |
| YTD | +72.9% | +0.2% | +72.7% | +71.8% |
| 1Y | +84.6% | -1.3% | +85.9% | +84.2% |
| 3Y | +46.2% | +35.9% | +10.3% | +26.6% |
| All | -21.9% | +25.9% | -47.8% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling