+7.7%
TGT vs ROIV
+298.2%
-290.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.2% |
| 7D | -3.6% | +22.3% | -25.9% | -5.1% |
| 30D | +4.4% | +16.9% | -12.4% | +3.1% |
| 3M | +25.4% | +43.9% | -18.6% | +21.7% |
| 6M | +33.4% | +41.6% | -8.2% | +29.4% |
| YTD | +65.6% | +92.7% | -27.1% | +56.4% |
| 1Y | +80.3% | +210.2% | -129.9% | +63.9% |
| 3Y | +42.1% | +231.8% | -189.7% | +27.3% |
| 5Y | -25.0% | +319.8% | -344.8% | -37.8% |
| All | +7.7% | +298.2% | -290.5% | -10.6% |
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