+6,175.2%
TGT vs ROST
+69,900.8%
-63,725.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | +9.5% | -10.0% | +19.5% | +12.9% |
| 3M | +32.3% | +1.2% | +31.0% | +31.7% |
| 6M | +37.0% | +8.9% | +28.1% | +33.2% |
| YTD | +71.0% | +28.1% | +43.0% | +58.2% |
| 1Y | +85.0% | +53.0% | +32.1% | +62.4% |
| 3Y | +46.8% | +97.9% | -51.0% | +19.1% |
| 5Y | -22.7% | +112.0% | -134.7% | -39.7% |
| 10Y | +216.3% | +303.0% | -86.7% | +95.1% |
| All | +6,175.2% | +69,900.8% | -63,725.6% | +1,079.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROST 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling