-27.2%
TGT vs BAH
+7.8%
-35.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +2.6% | -2.6% | +5.1% | +2.9% |
| 30D | +6.6% | +20.4% | -13.8% | +3.8% |
| 3M | +5.2% | +11.9% | -6.6% | +3.4% |
| 6M | +35.3% | +17.1% | +18.2% | +31.6% |
| YTD | +70.3% | +5.5% | +64.8% | +67.3% |
| 1Y | +81.2% | +5.6% | +75.5% | +77.7% |
| 3Y | +66.9% | -26.5% | +93.5% | +65.5% |
| 5Y | -27.2% | +6.5% | -33.6% | -41.1% |
| All | -27.2% | +7.8% | -35.0% | -41.1% |
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 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