+6,183.3%
TGT vs COO
+5,462.0%
+721.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | +5.5% | +4.5% | +1.0% | +5.2% |
| 30D | +6.0% | +16.9% | -10.9% | +4.8% |
| 3M | +8.0% | -16.7% | +24.7% | +9.5% |
| 6M | +32.3% | +5.9% | +26.4% | +31.6% |
| YTD | +71.3% | -22.4% | +93.7% | +74.4% |
| 1Y | +86.8% | -10.1% | +96.9% | +88.0% |
| 3Y | +67.9% | -22.8% | +90.6% | +70.3% |
| 5Y | -25.1% | -41.4% | +16.3% | -22.6% |
| 10Y | +211.8% | +41.3% | +170.6% | +203.7% |
| All | +6,183.3% | +5,462.0% | +721.3% | +5,264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling