+46.6%
TGT vs CSGP
-61.9%
+108.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | +0.8% | -4.1% | +4.8% | +1.6% |
| 30D | +12.2% | +2.3% | +9.9% | +11.5% |
| 3M | +33.8% | -8.2% | +42.0% | +35.2% |
| 6M | +39.3% | -35.1% | +74.4% | +50.4% |
| YTD | +72.9% | -54.0% | +126.9% | +99.7% |
| 1Y | +84.6% | -65.3% | +149.9% | +128.9% |
| All | +46.6% | -61.9% | +108.5% | +77.4% |
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