+1,376.8%
BAC vs TGT
+6,379.3%
-5,002.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | +1.1% | +0.8% | +0.3% | +0.7% |
| 30D | -0.4% | +12.2% | -12.6% | -5.5% |
| 3M | +16.9% | +33.8% | -16.9% | +2.3% |
| 6M | +26.6% | +39.3% | -12.7% | +8.3% |
| YTD | +15.8% | +72.9% | -57.1% | -10.2% |
| 1Y | +27.2% | +84.6% | -57.4% | -4.6% |
| 3Y | +132.4% | +46.2% | +86.2% | +81.6% |
| 5Y | +72.6% | -21.3% | +93.9% | +69.2% |
| 10Y | +389.7% | +213.5% | +176.2% | +133.9% |
| All | +1,376.8% | +6,379.3% | -5,002.5% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling