+90.3%
TGT vs FN
-20.4%
+110.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.9% | -7.1% | +4.9% |
| 7D | +4.7% | +16.3% | -11.5% | +5.0% |
| 30D | +8.0% | -24.7% | +32.7% | +7.9% |
| 3M | +11.7% | -34.9% | +46.6% | +11.7% |
| 6M | +34.7% | -41.1% | +75.8% | +35.5% |
| YTD | +74.4% | -19.6% | +94.0% | +71.1% |
| All | +90.3% | -20.4% | +110.7% | +86.2% |
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