-6.8%
TGT vs BBAI
-70.8%
+64.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.6% | -1.0% | +0.4% | -0.6% |
| 30D | +9.5% | -10.7% | +20.2% | +9.6% |
| 3M | +32.3% | -32.3% | +64.5% | +32.7% |
| 6M | +37.0% | -31.3% | +68.3% | +37.4% |
| YTD | +71.0% | -45.9% | +117.0% | +71.8% |
| 1Y | +85.0% | -40.0% | +125.1% | +85.4% |
| 3Y | +46.8% | +72.8% | -26.0% | +44.4% |
| 5Y | -22.7% | -70.4% | +47.6% | -25.9% |
| All | -6.8% | -70.8% | +64.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BBAI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling