+88.6%
TGT vs FN
-25.7%
+114.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.0% | +11.6% | +5.5% |
| 7D | +9.5% | -7.0% | +16.5% | +9.5% |
| 30D | +6.6% | -24.7% | +31.3% | +6.6% |
| 3M | +11.0% | -35.7% | +46.6% | +11.0% |
| 6M | +29.9% | -52.4% | +82.3% | +31.7% |
| YTD | +71.4% | -25.0% | +96.4% | +67.7% |
| 1Y | +88.6% | -25.7% | +114.3% | +83.3% |
| All | +88.6% | -25.7% | +114.3% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling