+337.5%
COP vs TGT
+207.2%
+130.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +1.0% | -5.0% | +6.0% | +2.2% |
| 30D | +9.6% | +3.0% | +6.5% | +8.6% |
| 3M | +15.0% | +22.6% | -7.6% | +8.9% |
| 6M | +21.8% | +31.2% | -9.4% | +12.9% |
| YTD | +49.6% | +63.7% | -14.1% | +30.8% |
| 1Y | +49.9% | +78.5% | -28.6% | +27.8% |
| 3Y | +22.6% | +40.5% | -17.9% | +6.8% |
| 5Y | +193.6% | -25.6% | +219.2% | +195.3% |
| All | +337.5% | +207.2% | +130.4% | +188.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling