-25.6%
TGT vs USFR
+20.4%
-46.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +3.0% | +0.3% | +2.7% | +2.9% |
| 3M | +22.6% | +1.0% | +21.7% | +22.2% |
| 6M | +31.2% | +1.9% | +29.3% | +30.4% |
| YTD | +63.7% | +2.7% | +61.0% | +62.4% |
| 1Y | +78.5% | +4.0% | +74.5% | +76.3% |
| 3Y | +40.5% | +14.1% | +26.5% | +44.8% |
| 5Y | -25.6% | +20.5% | -46.1% | -27.7% |
| All | -25.6% | +20.4% | -46.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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