-25.1%
TGT vs FTV
-2.3%
-22.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -5.2% | -4.0% | -1.3% | -3.3% |
| 30D | +1.2% | -11.0% | +12.2% | +7.2% |
| 3M | +18.4% | -8.4% | +26.8% | +22.9% |
| 6M | +33.4% | -2.6% | +36.0% | +33.1% |
| YTD | +63.8% | -0.6% | +64.4% | +59.8% |
| 1Y | +77.2% | +11.0% | +66.2% | +61.5% |
| 3Y | +41.8% | -6.3% | +48.1% | +40.1% |
| All | -25.1% | -2.3% | -22.8% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling