-24.0%
TGT vs ROIV
+433.0%
-457.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.6% | +0.1% | +4.3% |
| 7D | +4.7% | +13.3% | -8.6% | +3.7% |
| 30D | +8.0% | +14.8% | -6.8% | +6.7% |
| 3M | +11.7% | +11.9% | -0.2% | +10.4% |
| 6M | +34.7% | +42.4% | -7.7% | +30.1% |
| YTD | +74.4% | +87.4% | -13.0% | +63.9% |
| 1Y | +89.2% | +97.2% | -8.0% | +76.8% |
| 3Y | +73.4% | +375.7% | -302.3% | +49.9% |
| 5Y | -24.0% | +379.0% | -403.1% | -40.8% |
| All | -24.0% | +433.0% | -457.1% | -40.8% |
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