+6,242.0%
TGT vs COO
+5,988.7%
+253.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.4% |
| 7D | +0.8% | -2.2% | +3.0% | +0.9% |
| 30D | +12.2% | -7.0% | +19.2% | +12.8% |
| 3M | +33.8% | +12.2% | +21.6% | +32.5% |
| 6M | +39.3% | -15.1% | +54.4% | +41.0% |
| YTD | +72.9% | -15.1% | +88.0% | +74.9% |
| 1Y | +84.6% | +2.3% | +82.2% | +84.0% |
| 3Y | +46.2% | -23.7% | +69.9% | +48.6% |
| 5Y | -21.3% | -38.9% | +17.6% | -19.0% |
| 10Y | +213.5% | +49.9% | +163.6% | +204.0% |
| All | +6,242.0% | +5,988.7% | +253.3% | +5,280.6% |
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 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