+69.1%
TGT vs BWA
+64.0%
+5.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.6% | +4.3% | -1.6% | +1.4% |
| 30D | +4.7% | -13.0% | +17.7% | +8.8% |
| 3M | +4.6% | -24.8% | +29.4% | +13.0% |
| 6M | +34.9% | -23.5% | +58.4% | +43.7% |
| YTD | +70.9% | +13.8% | +57.1% | +50.0% |
| 1Y | +84.4% | +13.4% | +70.9% | +61.8% |
| 3Y | +69.1% | +62.8% | +6.4% | +17.5% |
| All | +69.1% | +64.0% | +5.2% | +17.5% |
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 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