+73.1%
BAC vs TGT
-25.2%
+98.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.3% |
| 7D | +0.6% | -3.6% | +4.2% | +1.6% |
| 30D | -1.4% | +4.4% | -5.8% | -2.7% |
| 3M | +15.7% | +25.4% | -9.6% | +8.3% |
| 6M | +32.2% | +33.4% | -1.2% | +21.3% |
| YTD | +15.8% | +65.6% | -49.8% | -0.3% |
| 1Y | +27.3% | +80.3% | -53.0% | +6.7% |
| 3Y | +137.5% | +42.1% | +95.3% | +103.1% |
| 5Y | +73.1% | -25.0% | +98.1% | +76.7% |
| All | +73.1% | -25.2% | +98.2% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling