-25.1%
TGT vs BG
+81.8%
-106.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -5.2% | +3.1% | -8.4% | -6.0% |
| 30D | +1.2% | +10.2% | -9.0% | -1.6% |
| 3M | +18.4% | -1.7% | +20.1% | +18.4% |
| 6M | +33.4% | +1.0% | +32.5% | +31.9% |
| YTD | +63.8% | +39.9% | +23.9% | +46.3% |
| 1Y | +77.2% | +53.2% | +23.9% | +53.4% |
| 3Y | +41.8% | +16.3% | +25.5% | +30.8% |
| All | -25.1% | +81.8% | -106.9% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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