-25.1%
TGT vs BNY
+256.6%
-281.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -5.2% | -1.3% | -3.9% | -4.7% |
| 30D | +1.2% | -0.2% | +1.4% | +1.2% |
| 3M | +18.4% | +14.9% | +3.5% | +10.6% |
| 6M | +33.4% | +40.0% | -6.5% | +13.3% |
| YTD | +63.8% | +42.0% | +21.8% | +37.6% |
| 1Y | +77.2% | +56.9% | +20.3% | +41.5% |
| 3Y | +41.8% | +289.9% | -248.1% | -27.8% |
| All | -25.1% | +256.6% | -281.7% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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