+203.6%
TGT vs RSG
+428.9%
-225.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | +1.2% | +4.0% | -2.8% | -0.5% |
| 3M | +18.4% | +7.4% | +11.0% | +14.5% |
| 6M | +33.4% | +0.1% | +33.3% | +32.8% |
| YTD | +63.8% | +6.0% | +57.8% | +58.4% |
| 1Y | +77.2% | -3.0% | +80.1% | +78.3% |
| 3Y | +41.8% | +56.5% | -14.7% | +9.1% |
| 5Y | -25.5% | +90.9% | -116.5% | -48.9% |
| All | +203.6% | +428.9% | -225.4% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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