+203.4%
TGT vs CP
+230.5%
-27.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.6% |
| 7D | -5.0% | -2.7% | -2.4% | -3.9% |
| 30D | +3.0% | -3.4% | +6.4% | +4.5% |
| 3M | +22.6% | -0.6% | +23.2% | +22.7% |
| 6M | +31.2% | +6.3% | +24.9% | +27.3% |
| YTD | +63.7% | +21.2% | +42.5% | +49.5% |
| 1Y | +78.5% | +20.0% | +58.5% | +63.6% |
| 3Y | +40.5% | +18.7% | +21.8% | +28.6% |
| 5Y | -25.6% | +34.8% | -60.3% | -35.7% |
| All | +203.4% | +230.5% | -27.2% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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