+136.4%
BAC vs TGT
+41.4%
+95.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | +0.6% | -3.6% | +4.2% | +1.4% |
| 30D | -1.4% | +4.4% | -5.8% | -2.5% |
| 3M | +15.7% | +25.4% | -9.6% | +9.4% |
| 6M | +32.2% | +33.4% | -1.2% | +22.8% |
| YTD | +15.8% | +65.6% | -49.8% | +1.8% |
| 1Y | +27.3% | +80.3% | -53.0% | +9.3% |
| All | +136.4% | +41.4% | +95.1% | +102.8% |
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