+84.6%
TGT vs COR
+12.8%
+71.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.3% |
| 7D | +0.8% | +2.8% | -2.0% | +0.7% |
| 30D | +12.2% | +4.5% | +7.7% | +11.9% |
| 3M | +33.8% | +22.7% | +11.1% | +32.7% |
| 6M | +39.3% | -9.7% | +49.0% | +38.7% |
| YTD | +72.9% | -1.4% | +74.3% | +71.5% |
| 1Y | +84.6% | +13.9% | +70.6% | +73.5% |
| All | +84.6% | +12.8% | +71.7% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling