+203.4%
TGT vs RL
+308.3%
-104.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | -5.0% | -2.2% | -2.9% | -4.4% |
| 30D | +3.0% | -15.3% | +18.4% | +8.4% |
| 3M | +22.6% | -10.3% | +33.0% | +26.5% |
| 6M | +31.2% | -2.2% | +33.4% | +31.0% |
| YTD | +63.7% | -4.3% | +68.0% | +64.3% |
| 1Y | +78.5% | +8.9% | +69.6% | +72.0% |
| 3Y | +40.5% | +201.4% | -160.9% | -1.3% |
| 5Y | -25.6% | +230.6% | -256.2% | -49.9% |
| All | +203.4% | +308.3% | -104.9% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling