+6,242.0%
TGT vs ROL
+9,030.3%
-2,788.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +0.8% | -1.4% | +2.2% | +1.3% |
| 30D | +12.2% | -4.1% | +16.3% | +13.8% |
| 3M | +33.8% | -22.5% | +56.3% | +45.6% |
| 6M | +39.3% | -37.7% | +77.0% | +62.8% |
| YTD | +72.9% | -39.6% | +112.4% | +103.5% |
| 1Y | +84.6% | -36.0% | +120.6% | +112.3% |
| 3Y | +46.2% | -5.1% | +51.4% | +44.1% |
| 5Y | -21.3% | -3.4% | -18.0% | -23.9% |
| 10Y | +213.5% | +215.2% | -1.7% | +96.6% |
| All | +6,242.0% | +9,030.3% | -2,788.3% | +1,077.0% |
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