+88.6%
TGT vs BLK
+17.9%
+70.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.4% | +0.2% | +4.4% |
| 7D | +9.5% | +5.7% | +3.8% | +8.2% |
| 30D | +6.6% | +14.8% | -8.2% | +3.6% |
| 3M | +11.0% | +8.8% | +2.2% | +9.0% |
| 6M | +29.9% | +17.6% | +12.2% | +25.8% |
| YTD | +71.4% | +16.3% | +55.2% | +64.6% |
| 1Y | +88.6% | +18.0% | +70.6% | +78.8% |
| All | +88.6% | +17.9% | +70.7% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling