+200.6%
TGT vs FIVE
+505.3%
-304.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | +2.6% | +2.4% | +0.1% | +1.8% |
| 30D | +6.6% | +15.8% | -9.2% | +1.9% |
| 3M | +5.2% | +3.8% | +1.4% | +3.8% |
| 6M | +35.3% | +18.5% | +16.8% | +27.2% |
| YTD | +70.3% | +31.2% | +39.1% | +54.2% |
| 1Y | +81.2% | +61.8% | +19.3% | +53.5% |
| 3Y | +66.9% | +39.9% | +27.1% | +37.6% |
| 5Y | -27.2% | +18.3% | -45.5% | -39.2% |
| All | +200.6% | +505.3% | -304.8% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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