+60.7%
COP vs TGT
+86.7%
-26.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.6% | -10.8% | -4.9% |
| 7D | -8.1% | +9.5% | -17.6% | -7.8% |
| 30D | +6.7% | +6.6% | 0.0% | +6.9% |
| 3M | +16.9% | +11.0% | +5.9% | +16.9% |
| 6M | +11.2% | +29.9% | -18.7% | +10.8% |
| YTD | +49.5% | +71.4% | -21.9% | +42.5% |
| 1Y | +60.7% | +88.6% | -27.9% | +50.2% |
| All | +60.7% | +86.7% | -26.1% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling