-25.0%
TGT vs ROL
-6.0%
-19.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -3.6% | -3.3% | -0.3% | -2.6% |
| 30D | +4.4% | -7.2% | +11.6% | +6.8% |
| 3M | +25.4% | -27.0% | +52.3% | +37.7% |
| 6M | +33.4% | -39.5% | +72.9% | +54.7% |
| YTD | +65.6% | -41.8% | +107.4% | +93.5% |
| 1Y | +80.3% | -38.9% | +119.2% | +106.9% |
| 3Y | +42.1% | -0.4% | +42.5% | +32.0% |
| 5Y | -25.0% | -4.2% | -20.8% | -34.2% |
| All | -25.0% | -6.0% | -19.0% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling