+308.2%
TGT vs FIVE
+868.1%
-559.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.1% |
| 7D | +0.8% | +4.3% | -3.5% | -0.4% |
| 30D | +12.2% | +12.5% | -0.3% | +8.5% |
| 3M | +33.8% | +31.2% | +2.6% | +24.1% |
| 6M | +39.3% | +14.4% | +24.9% | +32.8% |
| YTD | +72.9% | +33.9% | +39.0% | +57.8% |
| 1Y | +84.6% | +65.1% | +19.5% | +58.6% |
| 3Y | +46.2% | +49.0% | -2.7% | +21.3% |
| 5Y | -21.3% | +30.3% | -51.6% | -34.2% |
| 10Y | +213.5% | +481.1% | -267.6% | +85.5% |
| All | +308.2% | +868.1% | -559.9% | +120.4% |
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 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