+688.3%
TGT vs FTI
+2,117.5%
-1,429.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.7% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +9.5% | +12.3% | -2.8% | +7.0% |
| 3M | +32.3% | +13.8% | +18.5% | +28.5% |
| 6M | +37.0% | +24.3% | +12.7% | +30.5% |
| YTD | +71.0% | +75.8% | -4.7% | +52.3% |
| 1Y | +85.0% | +99.6% | -14.6% | +60.4% |
| 3Y | +46.8% | +278.4% | -231.6% | +10.5% |
| 5Y | -22.7% | +1,168.7% | -1,191.4% | -55.7% |
| 10Y | +216.3% | +297.5% | -81.3% | +104.1% |
| All | +688.3% | +2,117.5% | -1,429.2% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling