+208.3%
TGT vs FE
+120.7%
+87.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +5.5% | -0.5% | +6.0% | +5.7% |
| 30D | +6.0% | +4.3% | +1.7% | +4.8% |
| 3M | +8.0% | +0.4% | +7.6% | +7.8% |
| 6M | +32.3% | +6.9% | +25.4% | +29.6% |
| YTD | +71.3% | +8.0% | +63.3% | +66.8% |
| 1Y | +86.8% | +4.8% | +82.0% | +83.5% |
| 3Y | +67.9% | +49.0% | +18.9% | +46.5% |
| 5Y | -25.1% | +46.2% | -71.3% | -34.4% |
| All | +208.3% | +120.7% | +87.6% | +154.8% |
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