+311.9%
TGT vs FIVE
+874.1%
-562.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.6% | -0.9% | +3.2% |
| 7D | +4.7% | +6.2% | -1.4% | +3.1% |
| 30D | +8.0% | +18.2% | -10.2% | +3.2% |
| 3M | +11.7% | +3.8% | +7.8% | +10.3% |
| 6M | +34.7% | +13.7% | +21.0% | +29.2% |
| YTD | +74.4% | +34.7% | +39.7% | +58.8% |
| 1Y | +89.2% | +66.6% | +22.6% | +62.6% |
| 3Y | +73.4% | +44.3% | +29.1% | +45.1% |
| 5Y | -24.0% | +18.8% | -42.8% | -35.1% |
| 10Y | +225.5% | +569.2% | -343.7% | +88.8% |
| All | +311.9% | +874.1% | -562.3% | +121.8% |
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