+41.7%
TGT vs FTV
-5.5%
+47.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.2% |
| 7D | -5.0% | -5.2% | +0.2% | -2.9% |
| 30D | +3.0% | -11.5% | +14.6% | +8.4% |
| 3M | +22.6% | -9.0% | +31.7% | +26.8% |
| 6M | +31.2% | -2.0% | +33.2% | +30.3% |
| YTD | +63.7% | -0.9% | +64.6% | +59.9% |
| 1Y | +78.5% | +14.8% | +63.7% | +59.8% |
| All | +41.7% | -5.5% | +47.2% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling