-28.1%
TGT vs FN
+169.4%
-197.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +1.1% |
| 7D | +2.6% | +0.3% | +2.4% | +2.5% |
| 30D | +4.7% | -16.5% | +21.2% | +6.0% |
| 3M | +4.6% | -42.1% | +46.7% | +9.5% |
| 6M | +34.9% | -52.9% | +87.7% | +43.7% |
| YTD | +70.9% | -28.0% | +98.9% | +67.4% |
| 1Y | +84.4% | -18.5% | +102.9% | +76.2% |
| 3Y | +69.1% | +93.9% | -24.7% | +30.1% |
| All | -28.1% | +169.4% | -197.5% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling