+77.2%
TGT vs ROL
-37.8%
+114.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -5.2% | -3.2% | -2.1% | -4.5% |
| 30D | +1.2% | -4.9% | +6.1% | +2.4% |
| 3M | +18.4% | -25.8% | +44.2% | +25.6% |
| 6M | +33.4% | -37.6% | +71.0% | +44.2% |
| YTD | +63.8% | -41.5% | +105.3% | +78.4% |
| 1Y | +77.2% | -39.5% | +116.6% | +94.7% |
| All | +77.2% | -37.8% | +114.9% | +94.7% |
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