+12.4%
TGT vs ROIV
+232.7%
-220.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.8% | +0.6% | +0.1% | +0.7% |
| 30D | +12.2% | +1.0% | +11.2% | +12.1% |
| 3M | +33.8% | +18.3% | +15.5% | +31.9% |
| 6M | +39.3% | +18.3% | +21.0% | +37.1% |
| YTD | +72.9% | +61.0% | +11.9% | +65.6% |
| 1Y | +84.6% | +177.9% | -93.3% | +69.3% |
| 3Y | +46.2% | +199.1% | -152.8% | +32.2% |
| 5Y | -21.3% | +250.7% | -272.0% | -33.9% |
| All | +12.4% | +232.7% | -220.3% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling