+6,242.0%
TGT vs BP
+1,327.5%
+4,914.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | +0.8% | +3.9% | -3.2% | -0.3% |
| 30D | +12.2% | +7.6% | +4.6% | +9.9% |
| 3M | +33.8% | +0.7% | +33.1% | +32.9% |
| 6M | +39.3% | +15.5% | +23.8% | +32.6% |
| YTD | +72.9% | +30.8% | +42.0% | +58.8% |
| 1Y | +84.6% | +34.3% | +50.2% | +67.9% |
| 3Y | +46.2% | +35.1% | +11.2% | +31.5% |
| 5Y | -21.3% | +126.8% | -148.2% | -39.9% |
| 10Y | +213.5% | +123.4% | +90.2% | +124.4% |
| All | +6,242.0% | +1,327.5% | +4,914.4% | +2,456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling