+203.4%
TGT vs ROL
+210.1%
-6.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -5.0% | -3.2% | -1.8% | -4.0% |
| 30D | +3.0% | -6.6% | +9.7% | +5.5% |
| 3M | +22.6% | -27.3% | +49.9% | +36.6% |
| 6M | +31.2% | -38.1% | +69.3% | +54.1% |
| YTD | +63.7% | -41.8% | +105.5% | +95.6% |
| 1Y | +78.5% | -37.8% | +116.3% | +107.5% |
| 3Y | +40.5% | -0.3% | +40.9% | +33.6% |
| 5Y | -25.6% | -5.1% | -20.5% | -29.4% |
| All | +203.4% | +210.1% | -6.7% | +98.0% |
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