+203.6%
TGT vs BBWI
-55.0%
+258.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.4% | -1.3% |
| 7D | -5.2% | -4.8% | -0.4% | -4.3% |
| 30D | +1.2% | +3.5% | -2.3% | +0.1% |
| 3M | +18.4% | -0.3% | +18.7% | +17.6% |
| 6M | +33.4% | -5.4% | +38.8% | +32.7% |
| YTD | +63.8% | -4.7% | +68.5% | +62.0% |
| 1Y | +77.2% | -30.5% | +107.6% | +85.5% |
| 3Y | +41.8% | -44.3% | +86.1% | +51.5% |
| 5Y | -25.5% | -66.9% | +41.3% | -15.1% |
| All | +203.6% | -55.0% | +258.5% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling