-16.6%
BX vs TGT
+84.5%
-101.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -4.4% | +0.8% | -5.2% | -4.5% |
| 30D | +0.1% | +12.2% | -12.1% | -2.3% |
| 3M | +16.0% | +33.8% | -17.8% | +9.2% |
| 6M | +21.6% | +39.3% | -17.7% | +12.8% |
| YTD | -8.9% | +72.9% | -81.8% | -20.8% |
| 1Y | -16.6% | +84.6% | -101.2% | -31.7% |
| All | -16.6% | +84.5% | -101.1% | -31.7% |
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 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