+41.8%
TGT vs FTI
+267.9%
-226.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -5.2% | -4.4% | -0.9% | -4.6% |
| 30D | +1.2% | +1.5% | -0.3% | +0.9% |
| 3M | +18.4% | +8.2% | +10.2% | +16.4% |
| 6M | +33.4% | +18.8% | +14.6% | +28.3% |
| YTD | +63.8% | +71.7% | -7.9% | +45.7% |
| 1Y | +77.2% | +90.0% | -12.9% | +53.8% |
| 3Y | +41.8% | +270.5% | -228.7% | +8.2% |
| All | +41.8% | +267.9% | -226.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling