-25.0%
TGT vs BBWI
-68.8%
+43.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.1% | -1.3% |
| 7D | -3.6% | -4.4% | +0.9% | -2.3% |
| 30D | +4.4% | -7.4% | +11.8% | +6.3% |
| 3M | +25.4% | -2.2% | +27.6% | +24.8% |
| 6M | +33.4% | -16.3% | +49.7% | +37.2% |
| YTD | +65.6% | -9.1% | +74.7% | +64.9% |
| 1Y | +80.3% | -34.5% | +114.8% | +96.7% |
| 3Y | +42.1% | -47.0% | +89.1% | +57.1% |
| 5Y | -25.0% | -68.8% | +43.8% | -3.8% |
| All | -25.0% | -68.8% | +43.8% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling