+6,242.0%
TGT vs BN
+15,251.3%
-9,009.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +0.8% | -2.5% | +3.2% | +1.5% |
| 30D | +12.2% | -9.5% | +21.7% | +15.8% |
| 3M | +33.8% | -10.4% | +44.2% | +38.4% |
| 6M | +39.3% | -6.4% | +45.7% | +41.4% |
| YTD | +72.9% | -11.9% | +84.7% | +78.5% |
| 1Y | +84.6% | -8.6% | +93.2% | +87.9% |
| 3Y | +46.2% | +77.6% | -31.3% | +18.3% |
| 5Y | -21.3% | +37.0% | -58.4% | -31.5% |
| 10Y | +213.5% | +266.4% | -52.9% | +93.0% |
| All | +6,242.0% | +15,251.3% | -9,009.4% | +1,759.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling