-25.0%
TGT vs ROP
-16.4%
-8.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.6% |
| 7D | -3.6% | -6.1% | +2.5% | -0.8% |
| 30D | +4.4% | -3.4% | +7.8% | +6.0% |
| 3M | +25.4% | +16.7% | +8.7% | +16.1% |
| 6M | +33.4% | +8.1% | +25.3% | +27.6% |
| YTD | +65.6% | -11.7% | +77.3% | +75.6% |
| 1Y | +80.3% | -24.2% | +104.5% | +108.4% |
| 3Y | +42.1% | -19.0% | +61.1% | +53.1% |
| 5Y | -25.0% | -15.9% | -9.1% | -25.9% |
| All | -25.0% | -16.4% | -8.6% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling