+203.6%
TGT vs FFIV
+249.4%
-45.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.3% | -1.0% |
| 7D | -5.2% | +5.4% | -10.7% | -6.8% |
| 30D | +1.2% | -2.7% | +3.8% | +1.8% |
| 3M | +18.4% | +4.5% | +13.8% | +15.8% |
| 6M | +33.4% | +42.2% | -8.8% | +17.2% |
| YTD | +63.8% | +61.3% | +2.5% | +37.0% |
| 1Y | +77.2% | +23.0% | +54.1% | +61.7% |
| 3Y | +41.8% | +156.3% | -114.5% | -1.7% |
| 5Y | -25.5% | +102.9% | -128.4% | -45.1% |
| All | +203.6% | +249.4% | -45.8% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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