+6,242.0%
TGT vs ROST
+70,186.3%
-63,944.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.8% | +0.9% | -0.2% | +0.5% |
| 30D | +12.2% | -8.9% | +21.1% | +15.3% |
| 3M | +33.8% | -0.8% | +34.6% | +34.0% |
| 6M | +39.3% | +8.5% | +30.8% | +35.6% |
| YTD | +72.9% | +28.6% | +44.3% | +59.7% |
| 1Y | +84.6% | +52.3% | +32.2% | +62.2% |
| 3Y | +46.2% | +94.8% | -48.6% | +19.2% |
| 5Y | -21.3% | +110.8% | -132.1% | -38.5% |
| 10Y | +213.5% | +304.5% | -91.0% | +93.1% |
| All | +6,242.0% | +70,186.3% | -63,944.3% | +1,090.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling