-25.6%
TGT vs BWA
+86.5%
-112.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -5.0% | -0.1% | -5.0% | -5.0% |
| 30D | +3.0% | -5.5% | +8.5% | +4.7% |
| 3M | +22.6% | -7.6% | +30.2% | +25.1% |
| 6M | +31.2% | +25.0% | +6.2% | +18.9% |
| YTD | +63.7% | +47.0% | +16.8% | +36.3% |
| 1Y | +78.5% | +54.0% | +24.5% | +45.3% |
| 3Y | +40.5% | +70.7% | -30.2% | +5.7% |
| 5Y | -25.6% | +86.7% | -112.3% | -49.3% |
| All | -25.6% | +86.5% | -112.1% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling