-25.0%
TGT vs FDS
-23.5%
-1.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.2% |
| 7D | -3.6% | -8.8% | +5.2% | -1.1% |
| 30D | +4.4% | -1.4% | +5.8% | +4.7% |
| 3M | +25.4% | +13.9% | +11.5% | +20.1% |
| 6M | +33.4% | +27.4% | +6.0% | +21.5% |
| YTD | +65.6% | -2.5% | +68.0% | +66.7% |
| 1Y | +80.3% | -23.8% | +104.1% | +102.5% |
| 3Y | +42.1% | -32.5% | +74.6% | +65.5% |
| 5Y | -25.0% | -23.2% | -1.8% | -17.5% |
| All | -25.0% | -23.5% | -1.5% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling