-25.6%
TGT vs ROST
+107.5%
-133.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -5.0% | -2.5% | -2.6% | -4.0% |
| 30D | +3.0% | -10.3% | +13.3% | +8.0% |
| 3M | +22.6% | -2.6% | +25.2% | +23.8% |
| 6M | +31.2% | +6.5% | +24.7% | +26.9% |
| YTD | +63.7% | +25.9% | +37.8% | +46.3% |
| 1Y | +78.5% | +52.3% | +26.2% | +46.3% |
| 3Y | +40.5% | +94.6% | -54.0% | +2.9% |
| 5Y | -25.6% | +111.1% | -136.7% | -50.9% |
| All | -25.6% | +107.5% | -133.1% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling