+67.7%
FERG vs TGT
-25.8%
+93.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.6% | -5.2% | +2.7% | -1.1% |
| 30D | -8.9% | +1.2% | -10.1% | -9.3% |
| 3M | -2.0% | +18.4% | -20.4% | -6.8% |
| 6M | -3.2% | +33.4% | -36.6% | -11.1% |
| YTD | +1.5% | +63.8% | -62.3% | -12.3% |
| 1Y | +0.5% | +77.2% | -76.7% | -15.2% |
| 3Y | +50.4% | +41.8% | +8.6% | +28.3% |
| All | +67.7% | -25.8% | +93.6% | +66.4% |
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