-22.7%
TGT vs FE
+48.2%
-70.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.6% | +0.6% | -1.3% | -0.9% |
| 30D | +9.5% | -2.1% | +11.7% | +10.3% |
| 3M | +32.3% | +2.6% | +29.6% | +31.0% |
| 6M | +37.0% | -6.8% | +43.8% | +40.1% |
| YTD | +71.0% | +6.9% | +64.2% | +66.0% |
| 1Y | +85.0% | +11.6% | +73.5% | +76.4% |
| 3Y | +46.8% | +47.7% | -0.9% | +21.5% |
| 5Y | -22.7% | +46.2% | -68.9% | -35.4% |
| All | -22.7% | +48.2% | -70.9% | -35.4% |
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