+88.6%
TGT vs BAH
+6.2%
+82.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.2% | +5.5% |
| 7D | +9.5% | +5.8% | +3.7% | +8.8% |
| 30D | +6.6% | +28.7% | -22.1% | +3.6% |
| 3M | +11.0% | +20.9% | -9.9% | +8.6% |
| 6M | +29.9% | +15.2% | +14.7% | +27.2% |
| YTD | +71.4% | +7.1% | +64.4% | +67.8% |
| 1Y | +88.6% | +6.4% | +82.2% | +84.1% |
| All | +88.6% | +6.2% | +82.4% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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