+84.4%
TGT vs FIVE
+62.4%
+21.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.6% | +2.7% | 0.0% | +1.9% |
| 30D | +4.7% | +12.7% | -8.0% | +1.4% |
| 3M | +4.6% | +2.1% | +2.5% | +3.8% |
| 6M | +34.9% | +17.5% | +17.4% | +28.1% |
| YTD | +70.9% | +31.0% | +39.9% | +54.2% |
| 1Y | +84.4% | +67.7% | +16.6% | +45.0% |
| All | +84.4% | +62.4% | +21.9% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling