+46.8%
TGT vs COO
-23.3%
+70.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.2% |
| 7D | -0.6% | -2.3% | +1.7% | +0.1% |
| 30D | +9.5% | -8.8% | +18.3% | +12.8% |
| 3M | +32.3% | +1.3% | +30.9% | +31.6% |
| 6M | +37.0% | -11.6% | +48.6% | +41.9% |
| YTD | +71.0% | -17.4% | +88.5% | +80.8% |
| 1Y | +85.0% | -1.6% | +86.6% | +84.2% |
| 3Y | +46.8% | -22.6% | +69.5% | +49.0% |
| All | +46.8% | -23.3% | +70.1% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling