+41.7%
TGT vs BB
+62.2%
-20.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.9% |
| 7D | -5.0% | -2.1% | -3.0% | -4.9% |
| 30D | +3.0% | -16.0% | +19.1% | +4.5% |
| 3M | +22.6% | -14.5% | +37.1% | +22.9% |
| 6M | +31.2% | +118.6% | -87.4% | +16.2% |
| YTD | +63.7% | +98.9% | -35.2% | +46.5% |
| 1Y | +78.5% | +99.5% | -21.0% | +59.1% |
| All | +41.7% | +62.2% | -20.5% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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