+69.5%
TGT vs CSGP
-61.7%
+131.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.2% |
| 7D | +5.5% | -3.2% | +8.7% | +6.2% |
| 30D | +6.0% | +2.2% | +3.8% | +5.2% |
| 3M | +8.0% | -3.7% | +11.6% | +8.1% |
| 6M | +32.3% | -7.4% | +39.8% | +32.8% |
| YTD | +71.3% | -54.9% | +126.2% | +97.3% |
| 1Y | +86.8% | -54.9% | +141.7% | +114.9% |
| All | +69.5% | -61.7% | +131.2% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling