+49.3%
FERG vs TGT
+39.8%
+9.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -1.0% | -5.0% | +4.0% | +0.1% |
| 30D | -11.8% | +3.0% | -14.9% | -12.5% |
| 3M | -1.2% | +22.6% | -23.8% | -5.9% |
| 6M | -2.3% | +31.2% | -33.5% | -8.5% |
| YTD | +0.8% | +63.7% | -62.9% | -10.5% |
| 1Y | +0.5% | +78.5% | -78.0% | -12.7% |
| All | +49.3% | +39.8% | +9.6% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling