+6,242.0%
TGT vs BAX
+900.4%
+5,341.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | 0.0% |
| 7D | +0.8% | -1.1% | +1.9% | +1.1% |
| 30D | +12.2% | -5.5% | +17.6% | +14.0% |
| 3M | +33.8% | +33.5% | +0.3% | +22.5% |
| 6M | +39.3% | +35.9% | +3.4% | +26.1% |
| YTD | +72.9% | +35.4% | +37.5% | +55.3% |
| 1Y | +84.6% | +9.8% | +74.8% | +75.4% |
| 3Y | +46.2% | -32.7% | +79.0% | +56.8% |
| 5Y | -21.3% | -65.6% | +44.2% | +0.8% |
| 10Y | +213.5% | -34.9% | +248.4% | +227.1% |
| All | +6,242.0% | +900.4% | +5,341.5% | +2,728.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling