+304.5%
TGT vs FIVE
+873.2%
-568.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +5.5% | +7.3% | -1.8% | +3.6% |
| 30D | +6.0% | +18.1% | -12.0% | +1.4% |
| 3M | +8.0% | +7.7% | +0.3% | +5.7% |
| 6M | +32.3% | +13.6% | +18.7% | +26.9% |
| YTD | +71.3% | +34.6% | +36.7% | +56.0% |
| 1Y | +86.8% | +66.2% | +20.6% | +60.7% |
| 3Y | +67.9% | +43.5% | +24.4% | +40.7% |
| 5Y | -25.1% | +20.7% | -45.7% | -36.2% |
| 10Y | +211.8% | +541.5% | -329.7% | +81.9% |
| All | +304.5% | +873.2% | -568.7% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling