+68.5%
TGT vs FN
+111.9%
-43.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.9% |
| 7D | +2.6% | +20.8% | -18.2% | +1.4% |
| 30D | +6.6% | -17.3% | +23.9% | +7.6% |
| 3M | +5.2% | -38.1% | +43.3% | +8.2% |
| 6M | +35.3% | -44.2% | +79.6% | +39.5% |
| YTD | +70.3% | -22.3% | +92.6% | +66.2% |
| 1Y | +81.2% | -20.9% | +102.1% | +75.7% |
| All | +68.5% | +111.9% | -43.3% | +47.2% |
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 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