+775.6%
TGT vs BB
+266.8%
+508.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +9.5% | -12.4% | +21.9% | +10.7% |
| 3M | +32.3% | -15.3% | +47.5% | +33.1% |
| 6M | +37.0% | +128.8% | -91.8% | +24.5% |
| YTD | +71.0% | +107.7% | -36.6% | +56.8% |
| 1Y | +85.0% | +103.9% | -18.9% | +69.4% |
| 3Y | +46.8% | +72.6% | -25.8% | +32.8% |
| 5Y | -22.7% | -24.3% | +1.5% | -26.2% |
| 10Y | +216.3% | +3.1% | +213.1% | +164.8% |
| All | +775.6% | +266.8% | +508.8% | +448.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling