+46.5%
F vs TGT
-21.7%
+68.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.2% | -3.8% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | +1.2% | +9.5% | -8.3% | -2.4% |
| 3M | -5.7% | +32.3% | -37.9% | -15.7% |
| 6M | +17.9% | +37.0% | -19.1% | +3.8% |
| YTD | +10.4% | +71.0% | -60.6% | -11.4% |
| 1Y | +25.3% | +85.0% | -59.7% | -2.9% |
| 3Y | +37.5% | +46.8% | -9.4% | +10.8% |
| 5Y | +46.5% | -22.7% | +69.3% | +46.6% |
| All | +46.5% | -21.7% | +68.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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