-22.7%
TGT vs CP
+34.0%
-56.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.8% |
| 7D | -0.6% | +2.4% | -3.1% | -1.8% |
| 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% | +29.6% |
| YTD | +71.0% | +24.3% | +46.7% | +51.2% |
| 1Y | +85.0% | +20.4% | +64.6% | +66.1% |
| 3Y | +46.8% | +21.8% | +25.0% | +29.2% |
| 5Y | -22.7% | +31.5% | -54.3% | -35.5% |
| All | -22.7% | +34.0% | -56.8% | -35.5% |
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