-25.1%
TGT vs BLK
+32.0%
-57.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.8% |
| 7D | -5.2% | -3.3% | -1.9% | -3.6% |
| 30D | +1.2% | -6.5% | +7.7% | +4.8% |
| 3M | +18.4% | +6.7% | +11.6% | +13.8% |
| 6M | +33.4% | +14.7% | +18.7% | +22.4% |
| YTD | +63.8% | +2.5% | +61.3% | +58.8% |
| 1Y | +77.2% | -2.8% | +79.9% | +76.6% |
| 3Y | +41.8% | +65.9% | -24.1% | +1.5% |
| All | -25.1% | +32.0% | -57.1% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling