+77.2%
TGT vs BWA
+55.6%
+21.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -5.2% | -1.3% | -3.9% | -5.1% |
| 30D | +1.2% | -2.9% | +4.1% | +1.4% |
| 3M | +18.4% | -10.7% | +29.1% | +20.1% |
| 6M | +33.4% | +26.5% | +7.0% | +28.3% |
| YTD | +63.8% | +49.1% | +14.7% | +46.2% |
| 1Y | +77.2% | +52.1% | +25.1% | +54.0% |
| All | +77.2% | +55.6% | +21.6% | +54.0% |
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