-25.1%
TGT vs FLR
+238.1%
-263.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -5.2% | -3.5% | -1.7% | -4.8% |
| 30D | +1.2% | +4.2% | -3.0% | +0.6% |
| 3M | +18.4% | +8.1% | +10.3% | +16.4% |
| 6M | +33.4% | +21.5% | +11.9% | +28.1% |
| YTD | +63.8% | +36.8% | +27.0% | +53.9% |
| 1Y | +77.2% | +31.2% | +46.0% | +67.1% |
| 3Y | +41.8% | +53.9% | -12.1% | +24.7% |
| All | -25.1% | +238.1% | -263.2% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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