+203.6%
TGT vs BLK
+283.5%
-79.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.7% |
| 7D | -5.2% | -3.3% | -1.9% | -3.8% |
| 30D | +1.2% | -6.5% | +7.7% | +4.3% |
| 3M | +18.4% | +6.7% | +11.6% | +14.5% |
| 6M | +33.4% | +14.7% | +18.7% | +24.2% |
| YTD | +63.8% | +2.5% | +61.3% | +59.6% |
| 1Y | +77.2% | -2.8% | +79.9% | +76.7% |
| 3Y | +41.8% | +65.9% | -24.1% | +9.9% |
| 5Y | -25.5% | +33.0% | -58.5% | -38.1% |
| All | +203.6% | +283.5% | -79.9% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling