+203.6%
TGT vs ROK
+357.9%
-154.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -5.2% | -1.2% | -4.0% | -4.9% |
| 30D | +1.2% | -4.8% | +6.0% | +2.7% |
| 3M | +18.4% | -6.1% | +24.5% | +20.1% |
| 6M | +33.4% | +15.5% | +18.0% | +25.6% |
| YTD | +63.8% | +11.2% | +52.6% | +55.5% |
| 1Y | +77.2% | +23.8% | +53.3% | +61.8% |
| 3Y | +41.8% | +53.1% | -11.3% | +17.1% |
| 5Y | -25.5% | +48.3% | -73.8% | -39.6% |
| All | +203.6% | +357.9% | -154.4% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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