-28.1%
TGT vs BP
+113.6%
-141.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.2% |
| 7D | +2.6% | +3.8% | -1.2% | +1.9% |
| 30D | +4.7% | -5.3% | +10.0% | +5.6% |
| 3M | +4.6% | +9.3% | -4.7% | +2.1% |
| 6M | +34.9% | +7.2% | +27.6% | +31.8% |
| YTD | +70.9% | +38.0% | +32.9% | +54.8% |
| 1Y | +84.4% | +33.2% | +51.2% | +68.4% |
| 3Y | +69.1% | +50.3% | +18.8% | +47.4% |
| All | -28.1% | +113.6% | -141.7% | -43.4% |
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