+6,170.5%
TGT vs BBWI
+1,144.0%
+5,026.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | -0.1% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +4.7% | +12.9% | -8.2% | +0.5% |
| 3M | +4.6% | +16.0% | -11.4% | -1.5% |
| 6M | +34.9% | +16.6% | +18.3% | +25.2% |
| YTD | +70.9% | +9.7% | +61.2% | +58.9% |
| 1Y | +84.4% | +1.5% | +82.9% | +72.6% |
| 3Y | +69.1% | -21.4% | +90.5% | +64.0% |
| 5Y | -26.9% | -67.6% | +40.6% | -9.7% |
| 10Y | +207.6% | -46.8% | +254.5% | +153.6% |
| All | +6,170.5% | +1,144.0% | +5,026.5% | +1,062.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling