+284.8%
TGT vs FND
+58.4%
+226.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | +0.2% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | +9.5% | -23.6% | +33.1% | +17.3% |
| 3M | +32.3% | +4.3% | +27.9% | +29.7% |
| 6M | +37.0% | -20.3% | +57.3% | +43.4% |
| YTD | +71.0% | -21.3% | +92.3% | +78.6% |
| 1Y | +85.0% | -45.4% | +130.4% | +112.2% |
| 3Y | +46.8% | -48.9% | +95.7% | +66.3% |
| 5Y | -22.7% | -61.0% | +38.3% | -11.0% |
| All | +284.8% | +58.4% | +226.4% | +222.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling