-25.0%
TGT vs BP
+141.6%
-166.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.6% |
| 7D | -3.6% | +4.0% | -7.6% | -4.4% |
| 30D | +4.4% | +7.8% | -3.4% | +2.7% |
| 3M | +25.4% | +8.4% | +17.0% | +22.8% |
| 6M | +33.4% | +15.1% | +18.3% | +27.9% |
| YTD | +65.6% | +36.4% | +29.2% | +51.5% |
| 1Y | +80.3% | +40.9% | +39.4% | +63.2% |
| 3Y | +42.1% | +38.8% | +3.3% | +27.2% |
| 5Y | -25.0% | +141.1% | -166.1% | -39.3% |
| All | -25.0% | +141.6% | -166.6% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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