+46.8%
TGT vs CP
+20.4%
+26.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | -0.6% | +2.4% | -3.1% | -1.9% |
| 30D | +9.5% | -0.5% | +10.1% | +9.7% |
| 3M | +32.3% | +1.4% | +30.8% | +30.9% |
| 6M | +37.0% | +10.3% | +26.7% | +29.2% |
| YTD | +71.0% | +24.3% | +46.7% | +49.8% |
| 1Y | +85.0% | +20.4% | +64.6% | +64.8% |
| 3Y | +46.8% | +21.8% | +25.0% | +25.7% |
| All | +46.8% | +20.4% | +26.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling