+210.0%
TGT vs FE
+120.9%
+89.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | +6.7% | +3.6% | +3.1% | +5.6% |
| 3M | +8.4% | +0.3% | +8.1% | +8.3% |
| 6M | +40.7% | +6.4% | +34.3% | +38.1% |
| YTD | +72.2% | +8.1% | +64.1% | +67.7% |
| 1Y | +86.2% | +4.6% | +81.6% | +83.0% |
| 3Y | +68.8% | +49.1% | +19.7% | +47.2% |
| 5Y | -25.2% | +46.1% | -71.3% | -34.5% |
| 10Y | +210.0% | +122.7% | +87.3% | +156.2% |
| All | +210.0% | +120.9% | +89.1% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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