+997.0%
TGT vs RSG
+1,999.8%
-1,002.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -5.0% | -1.8% | -3.3% | -4.6% |
| 30D | +3.0% | +2.8% | +0.3% | +2.2% |
| 3M | +22.6% | +4.3% | +18.3% | +21.1% |
| 6M | +31.2% | -0.5% | +31.7% | +31.0% |
| YTD | +63.7% | +5.2% | +58.5% | +60.7% |
| 1Y | +78.5% | -2.1% | +80.6% | +78.8% |
| 3Y | +40.5% | +56.5% | -16.0% | +21.8% |
| 5Y | -25.6% | +89.5% | -115.1% | -39.0% |
| 10Y | +204.7% | +424.8% | -220.1% | +89.2% |
| All | +997.0% | +1,999.8% | -1,002.8% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling