+80.3%
TGT vs FIVE
+64.7%
+15.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.5% |
| 7D | -3.6% | +1.7% | -5.2% | -4.0% |
| 30D | +4.4% | +5.0% | -0.6% | +3.1% |
| 3M | +25.4% | +29.5% | -4.1% | +17.4% |
| 6M | +33.4% | +12.4% | +20.9% | +28.2% |
| YTD | +65.6% | +31.2% | +34.4% | +51.0% |
| 1Y | +80.3% | +72.9% | +7.4% | +52.4% |
| All | +80.3% | +64.7% | +15.5% | +52.4% |
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