-79.1%
FIG vs TGT
+69.0%
-148.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.4% |
| 7D | -16.3% | +0.8% | -17.1% | -16.4% |
| 30D | -14.3% | +12.2% | -26.5% | -15.6% |
| 3M | +7.2% | +33.8% | -26.6% | +4.0% |
| 6M | -18.6% | +39.3% | -57.9% | -22.4% |
| YTD | -35.5% | +72.9% | -108.3% | -42.7% |
| 1Y | -55.8% | +84.6% | -140.3% | -62.8% |
| All | -79.1% | +69.0% | -148.1% | -82.5% |
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