-25.1%
TGT vs BB
-26.5%
+1.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.2% |
| 7D | -5.2% | -0.4% | -4.8% | -5.2% |
| 30D | +1.2% | -12.5% | +13.7% | +2.8% |
| 3M | +18.4% | -17.4% | +35.8% | +19.7% |
| 6M | +33.4% | +119.1% | -85.7% | +14.1% |
| YTD | +63.8% | +102.4% | -38.6% | +41.8% |
| 1Y | +77.2% | +98.2% | -21.0% | +52.9% |
| 3Y | +41.8% | +46.9% | -5.1% | +23.5% |
| All | -25.1% | -26.5% | +1.4% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling