-26.9%
TGT vs CSGP
-63.4%
+36.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +1.5% |
| 7D | +2.6% | +1.3% | +1.4% | +2.3% |
| 30D | +5.0% | +10.7% | -5.7% | +1.5% |
| 3M | +8.5% | +3.3% | +5.3% | +6.5% |
| 6M | +23.8% | -10.3% | +34.1% | +25.4% |
| YTD | +66.5% | -54.6% | +121.1% | +103.1% |
| 1Y | +84.9% | -54.6% | +139.5% | +125.1% |
| 3Y | +59.2% | -60.3% | +119.6% | +96.8% |
| All | -26.9% | -63.4% | +36.5% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling