+416.4%
TGT vs FN
+3,620.5%
-3,204.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | -0.1% |
| 7D | +0.8% | -1.7% | +2.5% | +0.9% |
| 30D | +12.2% | -22.0% | +34.2% | +14.6% |
| 3M | +33.8% | -43.0% | +76.8% | +40.4% |
| 6M | +39.3% | -27.7% | +67.0% | +40.9% |
| YTD | +72.9% | -10.5% | +83.4% | +69.4% |
| 1Y | +84.6% | +12.5% | +72.1% | +75.1% |
| 3Y | +46.2% | +153.8% | -107.6% | +22.0% |
| 5Y | -21.3% | +288.0% | -309.3% | -38.7% |
| 10Y | +213.5% | +906.4% | -692.9% | +119.0% |
| All | +416.4% | +3,620.5% | -3,204.1% | +222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling