+203.4%
TGT vs ROP
+135.7%
+67.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.9% |
| 7D | -5.0% | -8.0% | +2.9% | -1.7% |
| 30D | +3.0% | -2.7% | +5.8% | +4.2% |
| 3M | +22.6% | +16.6% | +6.0% | +14.3% |
| 6M | +31.2% | +10.4% | +20.8% | +24.6% |
| YTD | +63.7% | -12.1% | +75.8% | +71.1% |
| 1Y | +78.5% | -23.6% | +102.1% | +98.7% |
| 3Y | +40.5% | -19.3% | +59.9% | +50.9% |
| 5Y | -25.6% | -15.4% | -10.2% | -22.5% |
| All | +203.4% | +135.7% | +67.7% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling