+203.6%
TGT vs BAX
-38.1%
+241.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.5% |
| 7D | -5.2% | -7.9% | +2.6% | -2.9% |
| 30D | +1.2% | -11.7% | +12.8% | +5.0% |
| 3M | +18.4% | +16.2% | +2.2% | +12.6% |
| 6M | +33.4% | +32.0% | +1.5% | +21.5% |
| YTD | +63.8% | +24.7% | +39.1% | +49.8% |
| 1Y | +77.2% | -2.6% | +79.8% | +74.5% |
| 3Y | +41.8% | -35.0% | +76.8% | +54.9% |
| 5Y | -25.5% | -67.6% | +42.0% | +0.7% |
| All | +203.6% | -38.1% | +241.7% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling