+24.5%
COP vs TGT
+41.4%
-16.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.6% |
| 7D | -0.5% | -3.6% | +3.1% | +0.1% |
| 30D | +11.7% | +4.4% | +7.3% | +10.8% |
| 3M | +17.7% | +25.4% | -7.7% | +13.0% |
| 6M | +18.3% | +33.4% | -15.1% | +12.0% |
| YTD | +49.1% | +65.6% | -16.5% | +34.9% |
| 1Y | +53.3% | +80.3% | -27.0% | +36.2% |
| All | +24.5% | +41.4% | -16.9% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling