+0.5%
FERG vs TGT
+78.4%
-78.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.6% | -5.2% | +2.7% | -1.3% |
| 30D | -8.9% | +1.2% | -10.1% | -9.2% |
| 3M | -2.0% | +18.4% | -20.4% | -6.2% |
| 6M | -3.2% | +33.4% | -36.6% | -10.5% |
| YTD | +1.5% | +63.8% | -62.3% | -12.5% |
| 1Y | +0.5% | +77.2% | -76.7% | -16.6% |
| All | +0.5% | +78.4% | -78.0% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling