+84.6%
TGT vs FTV
+21.5%
+63.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.8% | -4.6% | +5.4% | +1.4% |
| 30D | +12.2% | -7.2% | +19.4% | +13.3% |
| 3M | +33.8% | -7.3% | +41.1% | +34.7% |
| 6M | +39.3% | -1.6% | +40.9% | +38.7% |
| YTD | +72.9% | +3.3% | +69.5% | +68.7% |
| 1Y | +84.6% | +20.2% | +64.4% | +68.6% |
| All | +84.6% | +21.5% | +63.0% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling