+201.6%
TGT vs ROL
+221.5%
-20.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | -0.6% |
| 7D | +2.6% | +3.0% | -0.3% | +1.6% |
| 30D | +4.7% | +19.8% | -15.1% | -1.8% |
| 3M | +4.6% | +7.9% | -3.4% | +1.6% |
| 6M | +34.9% | -25.6% | +60.5% | +48.5% |
| YTD | +70.9% | -34.1% | +105.1% | +95.4% |
| 1Y | +84.4% | -31.4% | +115.7% | +107.5% |
| 3Y | +69.1% | +4.7% | +64.5% | +58.5% |
| 5Y | -26.9% | +15.6% | -42.5% | -35.4% |
| All | +201.6% | +221.5% | -20.0% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling