-24.0%
TGT vs CP
+27.1%
-51.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.7% |
| 7D | +4.7% | +2.8% | +2.0% | +3.4% |
| 30D | +8.0% | +11.3% | -3.4% | +2.3% |
| 3M | +11.7% | +2.9% | +8.8% | +10.0% |
| 6M | +34.7% | +9.8% | +25.0% | +28.1% |
| YTD | +74.4% | +28.5% | +45.9% | +51.4% |
| 1Y | +89.2% | +33.5% | +55.7% | +60.8% |
| 3Y | +73.4% | +31.9% | +41.5% | +46.4% |
| 5Y | -24.0% | +25.5% | -49.5% | -35.9% |
| All | -24.0% | +27.1% | -51.1% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling