+11.9%
COST vs TGT
+86.7%
-74.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -3.0% | +1.3% |
| 7D | +6.6% | +9.5% | -2.8% | +4.4% |
| 30D | +13.5% | +6.6% | +6.9% | +11.7% |
| 3M | +10.6% | +11.0% | -0.4% | +7.9% |
| 6M | +3.6% | +29.9% | -26.2% | -2.4% |
| YTD | +22.1% | +71.4% | -49.4% | +8.4% |
| 1Y | +11.9% | +88.6% | -76.7% | -2.5% |
| All | +11.9% | +86.7% | -74.8% | -2.5% |
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 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