-22.7%
TGT vs ROIV
+316.9%
-339.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.8% | -19.8% | -2.4% |
| 7D | -0.6% | +20.2% | -20.8% | -2.1% |
| 30D | +9.5% | +14.1% | -4.6% | +8.3% |
| 3M | +32.3% | +45.6% | -13.3% | +28.3% |
| 6M | +37.0% | +44.1% | -7.1% | +32.7% |
| YTD | +71.0% | +91.2% | -20.1% | +61.6% |
| 1Y | +85.0% | +221.3% | -136.3% | +67.6% |
| 3Y | +46.8% | +229.2% | -182.4% | +31.5% |
| 5Y | -22.7% | +316.5% | -339.2% | -37.8% |
| All | -22.7% | +316.9% | -339.6% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling