+46.8%
TGT vs FDS
-30.4%
+77.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.5% |
| 7D | -0.6% | -5.4% | +4.7% | +0.1% |
| 30D | +9.5% | +1.6% | +7.9% | +9.3% |
| 3M | +32.3% | +17.7% | +14.5% | +29.4% |
| 6M | +37.0% | +29.1% | +8.0% | +31.8% |
| YTD | +71.0% | +1.0% | +70.1% | +73.9% |
| 1Y | +85.0% | -21.6% | +106.7% | +102.3% |
| 3Y | +46.8% | -30.1% | +76.9% | +67.6% |
| All | +46.8% | -30.4% | +77.3% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling