-25.2%
TGT vs COO
-41.3%
+16.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +0.5% | -2.3% | +2.8% | +1.4% |
| 30D | +6.7% | +13.3% | -6.6% | +1.7% |
| 3M | +8.4% | -18.1% | +26.5% | +16.7% |
| 6M | +40.7% | +6.7% | +34.0% | +35.6% |
| YTD | +72.2% | -23.2% | +95.5% | +89.1% |
| 1Y | +86.2% | -12.3% | +98.4% | +92.9% |
| 3Y | +68.8% | -23.6% | +92.4% | +76.0% |
| 5Y | -25.2% | -38.7% | +13.5% | -15.6% |
| All | -25.2% | -41.3% | +16.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling