+203.4%
TGT vs COO
+17.5%
+185.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.7% | +13.5% | +3.8% |
| 7D | -5.0% | -23.3% | +18.3% | +3.4% |
| 30D | +3.0% | -29.5% | +32.5% | +15.5% |
| 3M | +22.6% | -20.0% | +42.6% | +31.5% |
| 6M | +31.2% | -27.2% | +58.4% | +44.8% |
| YTD | +63.7% | -33.9% | +97.6% | +86.5% |
| 1Y | +78.5% | -19.9% | +98.4% | +89.6% |
| 3Y | +40.5% | -38.1% | +78.6% | +58.9% |
| 5Y | -25.6% | -52.0% | +26.4% | -10.9% |
| All | +203.4% | +17.5% | +185.8% | +211.4% |
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