+96.6%
BAC vs TGT
+67.3%
+29.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | +2.1% | +5.5% | -3.5% | +1.0% |
| 30D | -6.7% | +6.0% | -12.7% | -7.9% |
| 3M | -20.2% | +8.0% | -28.2% | -21.7% |
| 6M | -0.2% | +32.3% | -32.5% | -6.7% |
| YTD | -6.4% | +71.3% | -77.6% | -17.6% |
| 1Y | -3.1% | +86.8% | -89.9% | -16.5% |
| All | +96.6% | +67.3% | +29.3% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling