+1,335.0%
FERG vs TGT
+435.4%
+899.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.8% |
| 7D | +3.4% | -0.6% | +4.0% | +3.5% |
| 30D | -11.5% | +9.5% | -21.0% | -12.7% |
| 3M | +1.3% | +32.3% | -31.0% | -2.7% |
| 6M | -1.0% | +37.0% | -38.0% | -5.4% |
| YTD | +3.2% | +71.0% | -67.8% | -4.5% |
| 1Y | -3.0% | +85.0% | -88.0% | -11.2% |
| 3Y | +55.0% | +46.8% | +8.2% | +44.0% |
| 5Y | +72.6% | -22.7% | +95.4% | +67.0% |
| 10Y | +358.9% | +216.3% | +142.7% | +325.7% |
| All | +1,335.0% | +435.4% | +899.7% | +1,244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling