+836.0%
TGT vs FFIV
+7,518.9%
-6,682.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.8% | -1.0% | +1.7% | +0.9% |
| 30D | +12.2% | -5.1% | +17.3% | +12.8% |
| 3M | +33.8% | -4.5% | +38.2% | +34.2% |
| 6M | +39.3% | +36.5% | +2.8% | +33.4% |
| YTD | +72.9% | +53.0% | +19.9% | +63.0% |
| 1Y | +84.6% | +24.2% | +60.3% | +78.3% |
| 3Y | +46.2% | +137.2% | -91.0% | +30.0% |
| 5Y | -21.3% | +91.8% | -113.1% | -28.4% |
| 10Y | +213.5% | +215.2% | -1.6% | +166.9% |
| All | +836.0% | +7,518.9% | -6,682.9% | +461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling