-25.6%
TGT vs FND
-62.8%
+37.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -5.0% | -5.1% | 0.0% | -3.4% |
| 30D | +3.0% | -22.5% | +25.6% | +12.1% |
| 3M | +22.6% | -5.0% | +27.6% | +23.3% |
| 6M | +31.2% | -21.5% | +52.7% | +39.7% |
| YTD | +63.7% | -23.0% | +86.7% | +74.0% |
| 1Y | +78.5% | -44.9% | +123.4% | +112.8% |
| 3Y | +40.5% | -50.0% | +90.5% | +64.1% |
| 5Y | -25.6% | -63.3% | +37.8% | -11.3% |
| All | -25.6% | -62.8% | +37.2% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling