-79.9%
FIG vs TGT
+60.1%
-140.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | -3.8% | -5.2% | +1.4% | -2.9% |
| 30D | -2.3% | +1.2% | -3.5% | -2.2% |
| 3M | +20.0% | +18.4% | +1.6% | +18.3% |
| 6M | -16.7% | +33.4% | -50.1% | -20.0% |
| YTD | -37.9% | +63.8% | -101.7% | -44.3% |
| 1Y | -58.5% | +77.2% | -135.7% | -64.7% |
| All | -79.9% | +60.1% | -140.0% | -83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling