+6,170.5%
TGT vs ROL
+9,850.6%
-3,680.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | -0.5% |
| 7D | +2.6% | +3.0% | -0.3% | +1.6% |
| 30D | +4.7% | +19.8% | -15.1% | -1.6% |
| 3M | +4.6% | +7.9% | -3.4% | +1.7% |
| 6M | +34.9% | -25.6% | +60.5% | +48.2% |
| YTD | +70.9% | -34.1% | +105.1% | +94.9% |
| 1Y | +84.4% | -31.4% | +115.7% | +107.2% |
| 3Y | +69.1% | +4.7% | +64.5% | +61.3% |
| 5Y | -26.9% | +15.6% | -42.5% | -33.4% |
| 10Y | +207.6% | +220.6% | -13.0% | +91.5% |
| All | +6,170.5% | +9,850.6% | -3,680.1% | +1,027.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling