+84.4%
TGT vs FDS
+25.7%
+58.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +2.6% | +1.5% | +1.2% | +2.5% |
| 30D | +4.7% | +14.8% | -10.1% | +4.2% |
| 3M | +4.6% | +16.3% | -11.7% | +4.0% |
| 6M | +34.9% | +66.2% | -31.4% | +35.4% |
| YTD | +70.9% | +16.2% | +54.7% | +72.2% |
| 1Y | +84.4% | +21.8% | +62.5% | +81.4% |
| All | +84.4% | +25.7% | +58.7% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling