-28.1%
TGT vs ROP
+1.9%
-30.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | +4.7% | +28.8% | -24.1% | -6.6% |
| 3M | +4.6% | +21.1% | -16.5% | -4.2% |
| 6M | +34.9% | +52.5% | -17.7% | +10.2% |
| YTD | +70.9% | +8.9% | +62.0% | +64.8% |
| 1Y | +84.4% | +8.2% | +76.1% | +78.4% |
| 3Y | +69.1% | -5.2% | +74.3% | +72.0% |
| All | -28.1% | +1.9% | -30.0% | -35.4% |
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