+211.8%
TGT vs CSGP
+61.5%
+150.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.0% |
| 7D | +5.5% | -3.2% | +8.7% | +6.4% |
| 30D | +6.0% | +2.2% | +3.8% | +4.9% |
| 3M | +8.0% | -3.7% | +11.6% | +8.1% |
| 6M | +32.3% | -7.4% | +39.8% | +33.1% |
| YTD | +71.3% | -54.9% | +126.2% | +105.7% |
| 1Y | +86.8% | -54.9% | +141.7% | +124.1% |
| 3Y | +67.9% | -61.9% | +129.8% | +107.0% |
| 5Y | -25.1% | -63.1% | +38.0% | -9.4% |
| 10Y | +211.8% | +65.1% | +146.7% | +185.3% |
| All | +211.8% | +61.5% | +150.4% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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