+6,219.0%
TGT vs ROL
+9,745.6%
-3,526.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | +6.7% | +20.6% | -13.9% | 0.0% |
| 3M | +8.4% | +4.5% | +3.9% | +6.6% |
| 6M | +40.7% | -26.5% | +67.2% | +55.3% |
| YTD | +72.2% | -34.8% | +107.1% | +97.2% |
| 1Y | +86.2% | -33.2% | +119.3% | +111.1% |
| 3Y | +68.8% | +4.5% | +64.4% | +61.1% |
| 5Y | -25.2% | +15.5% | -40.8% | -31.8% |
| 10Y | +210.0% | +217.2% | -7.2% | +93.7% |
| All | +6,219.0% | +9,745.6% | -3,526.6% | +1,040.5% |
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