-25.6%
TGT vs FTI
+1,109.5%
-1,135.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.7% |
| 7D | -5.0% | -5.6% | +0.6% | -4.2% |
| 30D | +3.0% | +0.4% | +2.6% | +2.9% |
| 3M | +22.6% | +8.1% | +14.5% | +20.7% |
| 6M | +31.2% | +16.7% | +14.5% | +27.1% |
| YTD | +63.7% | +70.0% | -6.3% | +48.4% |
| 1Y | +78.5% | +85.4% | -6.9% | +59.1% |
| 3Y | +40.5% | +265.9% | -225.4% | +10.3% |
| 5Y | -25.6% | +1,072.7% | -1,098.3% | -51.4% |
| All | -25.6% | +1,109.5% | -1,135.1% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling