-26.9%
TGT vs FE
+43.6%
-70.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +5.0% | +5.2% | -0.2% | +3.1% |
| 3M | +8.5% | 0.0% | +8.6% | +8.5% |
| 6M | +23.8% | +5.0% | +18.7% | +21.5% |
| YTD | +66.5% | +7.9% | +58.6% | +61.1% |
| 1Y | +84.9% | +6.3% | +78.5% | +79.7% |
| 3Y | +59.2% | +46.0% | +13.2% | +32.1% |
| All | -26.9% | +43.6% | -70.6% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling