+46.6%
TGT vs FN
+158.4%
-111.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | 0.0% |
| 7D | +0.8% | -1.7% | +2.5% | +0.9% |
| 30D | +12.2% | -22.0% | +34.2% | +13.9% |
| 3M | +33.8% | -43.0% | +76.8% | +39.4% |
| 6M | +39.3% | -27.7% | +67.0% | +40.1% |
| YTD | +72.9% | -10.5% | +83.4% | +68.1% |
| 1Y | +84.6% | +12.5% | +72.1% | +72.8% |
| All | +46.6% | +158.4% | -111.8% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling