-22.7%
TGT vs FIVE
+38.7%
-61.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -0.6% | +3.7% | -4.3% | -1.9% |
| 30D | +9.5% | +4.0% | +5.6% | +7.9% |
| 3M | +32.3% | +36.2% | -4.0% | +18.7% |
| 6M | +37.0% | +18.0% | +19.0% | +27.5% |
| YTD | +71.0% | +34.9% | +36.2% | +51.6% |
| 1Y | +85.0% | +67.9% | +17.1% | +51.1% |
| 3Y | +46.8% | +57.3% | -10.5% | +14.4% |
| 5Y | -22.7% | +39.5% | -62.3% | -41.7% |
| All | -22.7% | +38.7% | -61.4% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling