+66.3%
TGT vs BIYA
-99.8%
+166.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.6% | +2.7% | -3.4% | -0.7% |
| 30D | +9.5% | -18.7% | +28.2% | +9.7% |
| 3M | +32.3% | -72.0% | +104.3% | +32.4% |
| 6M | +37.0% | -86.4% | +123.4% | +37.4% |
| YTD | +71.0% | -94.2% | +165.2% | +73.5% |
| 1Y | +85.0% | -98.4% | +183.5% | +92.8% |
| All | +66.3% | -99.8% | +166.1% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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