-25.0%
TGT vs COO
-44.2%
+19.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.2% | +3.0% | -0.7% |
| 7D | -3.6% | -9.0% | +5.4% | +0.1% |
| 30D | +4.4% | -16.8% | +21.2% | +12.3% |
| 3M | +25.4% | -7.5% | +32.9% | +29.1% |
| 6M | +33.4% | -16.3% | +49.6% | +42.4% |
| YTD | +65.6% | -22.5% | +88.1% | +82.1% |
| 1Y | +80.3% | -7.0% | +87.3% | +83.0% |
| 3Y | +42.1% | -27.5% | +69.6% | +53.4% |
| 5Y | -25.0% | -43.3% | +18.3% | -12.5% |
| All | -25.0% | -44.2% | +19.2% | -12.5% |
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