+84.6%
TGT vs ROL
-35.4%
+120.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +0.8% | -1.4% | +2.2% | +1.1% |
| 30D | +12.2% | -4.1% | +16.3% | +13.2% |
| 3M | +33.8% | -22.5% | +56.3% | +40.4% |
| 6M | +39.3% | -37.7% | +77.0% | +49.4% |
| YTD | +72.9% | -39.6% | +112.4% | +86.3% |
| 1Y | +84.6% | -36.0% | +120.6% | +99.4% |
| All | +84.6% | -35.4% | +120.0% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling