+4,492.0%
COP vs TGT
+6,379.3%
-1,887.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +3.0% | +0.8% | +2.2% | +2.8% |
| 30D | +17.5% | +12.2% | +5.3% | +14.4% |
| 3M | +13.4% | +33.8% | -20.4% | +5.8% |
| 6M | +17.7% | +39.3% | -21.6% | +8.5% |
| YTD | +46.6% | +72.9% | -26.3% | +28.5% |
| 1Y | +44.6% | +84.6% | -39.9% | +24.6% |
| 3Y | +20.7% | +46.2% | -25.5% | +6.5% |
| 5Y | +185.0% | -21.3% | +206.4% | +182.0% |
| 10Y | +347.0% | +213.5% | +133.5% | +216.5% |
| All | +4,492.0% | +6,379.3% | -1,887.3% | +1,950.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling