+6,242.0%
TGT vs CP
+7,669.4%
-1,427.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +0.8% | -2.7% | +3.4% | +1.7% |
| 30D | +12.2% | +0.2% | +12.0% | +12.0% |
| 3M | +33.8% | +2.6% | +31.2% | +32.4% |
| 6M | +39.3% | +6.0% | +33.3% | +36.0% |
| YTD | +72.9% | +24.9% | +47.9% | +58.8% |
| 1Y | +84.6% | +20.1% | +64.4% | +71.9% |
| 3Y | +46.2% | +16.4% | +29.8% | +37.2% |
| 5Y | -21.3% | +31.7% | -53.1% | -29.9% |
| 10Y | +213.5% | +223.9% | -10.3% | +98.7% |
| All | +6,242.0% | +7,669.4% | -1,427.5% | +1,054.0% |
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 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