+268.5%
TGT vs FND
+56.5%
+212.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -5.2% | -5.8% | +0.5% | -3.8% |
| 30D | +1.2% | -20.2% | +21.4% | +7.3% |
| 3M | +18.4% | -12.0% | +30.3% | +21.6% |
| 6M | +33.4% | -18.5% | +52.0% | +38.8% |
| YTD | +63.8% | -22.3% | +86.1% | +71.7% |
| 1Y | +77.2% | -47.6% | +124.8% | +105.7% |
| 3Y | +41.8% | -49.8% | +91.5% | +61.3% |
| 5Y | -25.5% | -63.0% | +37.4% | -13.2% |
| All | +268.5% | +56.5% | +212.0% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling