+10.8%
TGT vs ROIV
+280.9%
-270.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.8% |
| 7D | +2.6% | +9.2% | -6.6% | +1.9% |
| 30D | +6.6% | +19.9% | -13.3% | +5.2% |
| 3M | +5.2% | +10.6% | -5.4% | +4.2% |
| 6M | +35.3% | +36.1% | -0.7% | +31.6% |
| YTD | +70.3% | +84.3% | -14.0% | +61.3% |
| 1Y | +81.2% | +87.6% | -6.4% | +71.2% |
| 3Y | +66.9% | +353.9% | -287.0% | +47.1% |
| 5Y | -27.2% | +376.1% | -403.3% | -40.7% |
| All | +10.8% | +280.9% | -270.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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