+203.6%
TGT vs FANG
+182.5%
+21.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.2% | +2.9% | -8.1% | -5.6% |
| 30D | +1.2% | +2.6% | -1.4% | +0.9% |
| 3M | +18.4% | +7.6% | +10.8% | +17.2% |
| 6M | +33.4% | +17.3% | +16.1% | +30.4% |
| YTD | +63.8% | +38.7% | +25.1% | +56.7% |
| 1Y | +77.2% | +51.6% | +25.5% | +67.5% |
| 3Y | +41.8% | +50.0% | -8.2% | +33.5% |
| 5Y | -25.5% | +237.6% | -263.1% | -35.1% |
| All | +203.6% | +182.5% | +21.1% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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