+85.0%
TGT vs FN
+11.2%
+73.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.1% |
| 7D | -0.6% | +3.5% | -4.2% | -0.7% |
| 30D | +9.5% | -26.0% | +35.5% | +9.8% |
| 3M | +32.3% | -33.3% | +65.5% | +33.4% |
| 6M | +37.0% | -14.9% | +52.0% | +35.7% |
| YTD | +71.0% | -8.6% | +79.6% | +66.7% |
| 1Y | +85.0% | +12.3% | +72.7% | +74.1% |
| All | +85.0% | +11.2% | +73.9% | +74.1% |
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