+200.6%
TGT vs COO
+40.1%
+160.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +2.6% | -2.1% | +4.7% | +3.3% |
| 30D | +6.6% | +13.9% | -7.3% | +2.0% |
| 3M | +5.2% | -18.9% | +24.2% | +12.5% |
| 6M | +35.3% | +3.7% | +31.6% | +32.5% |
| YTD | +70.3% | -24.1% | +94.4% | +85.2% |
| 1Y | +81.2% | -14.2% | +95.4% | +88.4% |
| 3Y | +66.9% | -24.5% | +91.4% | +76.4% |
| 5Y | -27.2% | -40.4% | +13.2% | -18.4% |
| All | +200.6% | +40.1% | +160.5% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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