+70.4%
TGT vs ROL
+4.8%
+65.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | +6.7% | +20.6% | -13.9% | +3.0% |
| 3M | +8.4% | +4.5% | +3.9% | +7.1% |
| 6M | +40.7% | -26.5% | +67.2% | +45.4% |
| YTD | +72.2% | -34.8% | +107.1% | +80.1% |
| 1Y | +86.2% | -33.2% | +119.3% | +94.1% |
| All | +70.4% | +4.8% | +65.7% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling