+203.6%
TGT vs ROST
+317.9%
-114.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.3% | -0.8% |
| 7D | -5.2% | +0.2% | -5.5% | -5.3% |
| 30D | +1.2% | -6.9% | +8.1% | +3.8% |
| 3M | +18.4% | -3.3% | +21.7% | +19.6% |
| 6M | +33.4% | +9.0% | +24.4% | +28.8% |
| YTD | +63.8% | +28.9% | +34.9% | +48.4% |
| 1Y | +77.2% | +54.0% | +23.2% | +50.4% |
| 3Y | +41.8% | +100.7% | -58.9% | +9.1% |
| 5Y | -25.5% | +116.0% | -141.6% | -45.7% |
| All | +203.6% | +317.9% | -114.3% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling