+216.7%
TGT vs FN
+753.0%
-536.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.4% | -1.1% |
| 7D | +2.6% | 0.0% | +2.7% | +2.2% |
| 30D | +5.0% | -34.3% | +39.3% | +9.6% |
| 3M | +8.5% | -39.9% | +48.4% | +13.8% |
| 6M | +23.8% | -51.8% | +75.6% | +32.1% |
| YTD | +66.5% | -28.1% | +94.7% | +64.3% |
| 1Y | +84.9% | -29.1% | +114.0% | +81.8% |
| 3Y | +59.2% | +102.4% | -43.2% | +25.3% |
| 5Y | -27.2% | +171.7% | -198.9% | -47.5% |
| All | +216.7% | +753.0% | -536.3% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling