-24.0%
TGT vs CMS
+36.1%
-60.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | +4.7% | -0.9% | +5.7% | +5.1% |
| 30D | +8.0% | +7.1% | +0.9% | +5.4% |
| 3M | +11.7% | -1.3% | +13.0% | +12.1% |
| 6M | +34.7% | -2.7% | +37.4% | +35.9% |
| YTD | +74.4% | +2.6% | +71.8% | +71.8% |
| 1Y | +89.2% | -2.0% | +91.2% | +89.7% |
| 3Y | +73.4% | +39.6% | +33.8% | +47.8% |
| 5Y | -24.0% | +35.3% | -59.4% | -34.6% |
| All | -24.0% | +36.1% | -60.1% | -34.6% |
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