+6,298.3%
TGT vs CP
+7,892.9%
-1,594.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +4.0% |
| 7D | +4.7% | +2.8% | +2.0% | +3.8% |
| 30D | +8.0% | +11.3% | -3.4% | +4.0% |
| 3M | +11.7% | +2.9% | +8.8% | +10.5% |
| 6M | +34.7% | +9.8% | +25.0% | +30.2% |
| YTD | +74.4% | +28.5% | +45.9% | +58.7% |
| 1Y | +89.2% | +33.5% | +55.7% | +69.8% |
| 3Y | +73.4% | +31.9% | +41.5% | +55.8% |
| 5Y | -24.0% | +25.5% | -49.5% | -31.1% |
| 10Y | +225.5% | +257.6% | -32.1% | +99.8% |
| All | +6,298.3% | +7,892.9% | -1,594.7% | +1,053.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling