+5,606.3%
TGT vs ROP
+25,523.2%
-19,917.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.8% | +1.2% |
| 7D | +0.8% | -4.4% | +5.2% | +2.0% |
| 30D | +12.2% | +3.2% | +9.0% | +11.2% |
| 3M | +33.8% | +23.1% | +10.7% | +26.3% |
| 6M | +39.3% | +13.3% | +26.0% | +34.0% |
| YTD | +72.9% | -7.9% | +80.7% | +75.0% |
| 1Y | +84.6% | -22.1% | +106.6% | +95.1% |
| 3Y | +46.2% | -16.8% | +63.0% | +51.5% |
| 5Y | -21.3% | -13.5% | -7.8% | -19.2% |
| 10Y | +213.5% | +137.7% | +75.8% | +147.4% |
| All | +5,606.3% | +25,523.2% | -19,917.0% | +2,337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling