+333.3%
TGT vs USFR
+27.6%
+305.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +9.5% | +0.3% | +9.2% | +9.4% |
| 3M | +32.3% | +1.0% | +31.3% | +31.8% |
| 6M | +37.0% | +1.9% | +35.1% | +36.1% |
| YTD | +71.0% | +2.7% | +68.4% | +69.5% |
| 1Y | +85.0% | +4.0% | +81.0% | +82.6% |
| 3Y | +46.8% | +14.0% | +32.8% | +40.6% |
| 5Y | -22.7% | +20.4% | -43.2% | -27.5% |
| 10Y | +216.3% | +28.1% | +188.2% | +188.0% |
| All | +333.3% | +27.6% | +305.8% | +301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling