+208.2%
TGT vs FE
+110.4%
+97.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | +4.4% | -1.2% | +5.6% | +4.7% |
| 3M | +25.4% | +1.7% | +23.7% | +24.7% |
| 6M | +33.4% | -7.5% | +40.8% | +36.1% |
| YTD | +65.6% | +6.3% | +59.3% | +62.1% |
| 1Y | +80.3% | +10.9% | +69.4% | +74.1% |
| 3Y | +42.1% | +46.9% | -4.8% | +25.0% |
| 5Y | -25.0% | +47.6% | -72.6% | -34.3% |
| 10Y | +208.2% | +114.5% | +93.7% | +160.5% |
| All | +208.2% | +110.4% | +97.9% | +160.5% |
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