-25.0%
TGT vs BAH
-3.7%
-21.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -3.6% | -1.3% | -2.2% | -3.4% |
| 30D | +4.4% | -6.6% | +11.0% | +5.4% |
| 3M | +25.4% | -7.2% | +32.5% | +26.4% |
| 6M | +33.4% | -10.0% | +43.4% | +34.7% |
| YTD | +65.6% | -12.5% | +78.0% | +67.3% |
| 1Y | +80.3% | -27.9% | +108.2% | +87.2% |
| 3Y | +42.1% | -31.4% | +73.5% | +40.0% |
| 5Y | -25.0% | -3.2% | -21.8% | -36.8% |
| All | -25.0% | -3.7% | -21.3% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling