+201.6%
TGT vs BN
+290.8%
-89.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.0% |
| 7D | +2.6% | -1.0% | +3.6% | +3.1% |
| 30D | +4.7% | +14.0% | -9.3% | -0.3% |
| 3M | +4.6% | -9.0% | +13.6% | +8.3% |
| 6M | +34.9% | -8.8% | +43.7% | +39.0% |
| YTD | +70.9% | -10.3% | +81.2% | +76.0% |
| 1Y | +84.4% | -5.8% | +90.2% | +86.2% |
| 3Y | +69.1% | +94.8% | -25.7% | +27.4% |
| 5Y | -26.9% | +31.5% | -58.4% | -38.1% |
| All | +201.6% | +290.8% | -89.2% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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