+41.7%
TGT vs BWA
+68.2%
-26.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -5.0% | -0.1% | -5.0% | -5.0% |
| 30D | +3.0% | -5.5% | +8.5% | +4.5% |
| 3M | +22.6% | -7.6% | +30.2% | +25.0% |
| 6M | +31.2% | +25.0% | +6.2% | +19.6% |
| YTD | +63.7% | +47.0% | +16.8% | +36.5% |
| 1Y | +78.5% | +54.0% | +24.5% | +45.2% |
| All | +41.7% | +68.2% | -26.5% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling