+43.3%
TGT vs ROL
-1.5%
+44.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | -3.6% | -3.3% | -0.3% | -3.0% |
| 30D | +4.4% | -7.2% | +11.6% | +5.8% |
| 3M | +25.4% | -27.0% | +52.3% | +31.8% |
| 6M | +33.4% | -39.5% | +72.9% | +43.5% |
| YTD | +65.6% | -41.8% | +107.4% | +78.9% |
| 1Y | +80.3% | -38.9% | +119.2% | +93.4% |
| All | +43.3% | -1.5% | +44.8% | +39.6% |
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