+18.9%
BX vs TGT
+35.0%
-16.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.1% |
| 7D | -5.7% | -3.6% | -2.1% | -5.0% |
| 30D | -8.9% | +4.4% | -13.3% | -9.5% |
| 3M | +8.4% | +25.4% | -17.0% | +5.4% |
| 6M | +18.9% | +33.4% | -14.4% | +12.2% |
| All | +18.9% | +35.0% | -16.1% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling