-25.6%
TGT vs BN
+30.5%
-56.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -5.0% | -5.9% | +0.8% | -2.4% |
| 30D | +3.0% | -15.1% | +18.1% | +10.9% |
| 3M | +22.6% | -14.6% | +37.2% | +31.4% |
| 6M | +31.2% | -8.4% | +39.6% | +35.1% |
| YTD | +63.7% | -16.8% | +80.5% | +75.4% |
| 1Y | +78.5% | -14.4% | +92.9% | +87.7% |
| 3Y | +40.5% | +70.1% | -29.6% | +1.5% |
| 5Y | -25.6% | +33.5% | -59.1% | -40.5% |
| All | -25.6% | +30.5% | -56.1% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling