+11.4%
TGT vs ROIV
+292.3%
-280.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +5.5% | +14.3% | -8.8% | +4.5% |
| 30D | +6.0% | +16.2% | -10.2% | +4.8% |
| 3M | +8.0% | +15.1% | -7.1% | +6.7% |
| 6M | +32.3% | +44.2% | -11.9% | +28.1% |
| YTD | +71.3% | +89.8% | -18.6% | +61.8% |
| 1Y | +86.8% | +94.6% | -7.7% | +76.0% |
| 3Y | +67.9% | +367.5% | -299.7% | +47.5% |
| 5Y | -25.1% | +421.4% | -446.5% | -39.1% |
| All | +11.4% | +292.3% | -280.9% | -7.5% |
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