+4,766.3%
COP vs TGT
+6,306.3%
-1,540.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | +4.4% | +2.6% | +1.8% | +3.8% |
| 30D | 0.0% | +4.7% | -4.7% | -1.3% |
| 3M | +15.0% | +4.6% | +10.5% | +13.3% |
| 6M | +22.0% | +34.9% | -12.9% | +13.1% |
| YTD | +55.3% | +70.9% | -15.6% | +35.9% |
| 1Y | +64.1% | +84.4% | -20.2% | +41.0% |
| 3Y | +34.1% | +69.1% | -35.1% | +14.1% |
| 5Y | +133.4% | -26.9% | +160.3% | +134.1% |
| 10Y | +338.6% | +207.6% | +130.9% | +210.9% |
| All | +4,766.3% | +6,306.3% | -1,540.0% | +2,069.9% |
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