+6,219.0%
TGT vs CMS
+471.9%
+5,747.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.5% | -1.1% | +1.6% | +0.7% |
| 30D | +6.7% | +6.6% | +0.1% | +5.0% |
| 3M | +8.4% | +0.8% | +7.6% | +8.2% |
| 6M | +40.7% | -3.3% | +44.0% | +41.8% |
| YTD | +72.2% | +2.7% | +69.5% | +70.7% |
| 1Y | +86.2% | -4.0% | +90.2% | +87.6% |
| 3Y | +68.8% | +37.6% | +31.2% | +54.9% |
| 5Y | -25.2% | +35.4% | -60.7% | -31.4% |
| 10Y | +210.0% | +136.0% | +74.0% | +146.2% |
| All | +6,219.0% | +471.9% | +5,747.2% | +3,443.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling