+88.6%
TGT vs BWA
+17.4%
+71.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.2% | +5.8% |
| 7D | +9.5% | -9.9% | +19.4% | +10.3% |
| 30D | +6.6% | -16.4% | +23.0% | +8.1% |
| 3M | +11.0% | -19.8% | +30.8% | +12.7% |
| 6M | +29.9% | -10.0% | +39.8% | +29.2% |
| YTD | +71.4% | +12.7% | +58.7% | +54.2% |
| 1Y | +88.6% | +15.7% | +72.9% | +67.5% |
| All | +88.6% | +17.4% | +71.2% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling