+203.4%
TGT vs CRL
+249.3%
-45.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -5.0% | -6.9% | +1.9% | -3.2% |
| 30D | +3.0% | -3.2% | +6.2% | +3.9% |
| 3M | +22.6% | +46.5% | -23.9% | +9.8% |
| 6M | +31.2% | +63.1% | -31.9% | +12.9% |
| YTD | +63.7% | +36.9% | +26.8% | +47.0% |
| 1Y | +78.5% | +78.1% | +0.4% | +47.4% |
| 3Y | +40.5% | +36.7% | +3.8% | +19.0% |
| 5Y | -25.6% | -38.1% | +12.5% | -23.5% |
| All | +203.4% | +249.3% | -45.9% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling