+41.7%
TGT vs BAX
-34.3%
+76.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | -5.0% | -5.4% | +0.4% | -3.5% |
| 30D | +3.0% | -12.4% | +15.4% | +7.0% |
| 3M | +22.6% | +19.1% | +3.5% | +16.1% |
| 6M | +31.2% | +38.6% | -7.4% | +18.5% |
| YTD | +63.7% | +26.7% | +37.0% | +49.6% |
| 1Y | +78.5% | +1.0% | +77.5% | +74.3% |
| All | +41.7% | -34.3% | +76.0% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling