-11.8%
TGT vs FGI
-74.8%
+63.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -25.2% | +25.5% | +0.7% |
| 7D | +2.6% | -14.4% | +17.0% | +2.8% |
| 30D | +4.7% | -11.8% | +16.5% | +4.8% |
| 3M | +4.6% | -46.2% | +50.8% | +5.3% |
| 6M | +34.9% | +5.2% | +29.7% | +32.9% |
| YTD | +70.9% | +10.5% | +60.4% | +66.8% |
| 1Y | +84.4% | +25.5% | +58.9% | +78.8% |
| 3Y | +69.1% | -16.0% | +85.1% | +62.2% |
| All | -11.8% | -74.8% | +63.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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