+6,170.5%
TGT vs BP
+1,406.2%
+4,764.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | +2.6% | +3.8% | -1.2% | +1.6% |
| 30D | +4.7% | -5.3% | +10.0% | +5.9% |
| 3M | +4.6% | +9.3% | -4.7% | +1.6% |
| 6M | +34.9% | +7.2% | +27.6% | +31.1% |
| YTD | +70.9% | +38.0% | +32.9% | +54.1% |
| 1Y | +84.4% | +33.2% | +51.2% | +67.7% |
| 3Y | +69.1% | +50.3% | +18.8% | +47.4% |
| 5Y | -26.9% | +114.1% | -141.0% | -43.3% |
| 10Y | +207.6% | +140.7% | +66.9% | +115.1% |
| All | +6,170.5% | +1,406.2% | +4,764.3% | +2,381.9% |
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