-25.0%
TGT vs BUD
+44.7%
-69.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.4% |
| 7D | -3.6% | -1.3% | -2.3% | -3.1% |
| 30D | +4.4% | -6.1% | +10.6% | +6.8% |
| 3M | +25.4% | -3.8% | +29.1% | +27.1% |
| 6M | +33.4% | +8.2% | +25.2% | +29.5% |
| YTD | +65.6% | +23.6% | +42.0% | +52.5% |
| 1Y | +80.3% | +33.4% | +46.9% | +61.4% |
| 3Y | +42.1% | +45.3% | -3.2% | +20.4% |
| 5Y | -25.0% | +44.3% | -69.3% | -38.6% |
| All | -25.0% | +44.7% | -69.7% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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