-12.3%
BA vs TGT
+81.4%
-93.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -0.6% | +2.6% | -3.1% | -0.8% |
| 30D | -8.0% | +6.6% | -14.6% | -8.6% |
| 3M | -25.8% | +5.2% | -31.0% | -26.3% |
| 6M | -27.6% | +35.3% | -62.9% | -30.1% |
| YTD | -21.0% | +70.3% | -91.3% | -27.0% |
| 1Y | -12.3% | +81.2% | -93.4% | -20.4% |
| All | -12.3% | +81.4% | -93.7% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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