+5,502.6%
TGT vs BWA
+3,492.4%
+2,010.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.6% |
| 7D | +0.8% | +5.7% | -4.9% | -1.0% |
| 30D | +12.2% | +1.4% | +10.8% | +11.4% |
| 3M | +33.8% | -12.1% | +45.9% | +38.3% |
| 6M | +39.3% | +28.6% | +10.7% | +26.4% |
| YTD | +72.9% | +51.1% | +21.8% | +47.0% |
| 1Y | +84.6% | +55.9% | +28.7% | +55.0% |
| 3Y | +46.2% | +70.1% | -23.9% | +17.3% |
| 5Y | -21.3% | +90.7% | -112.0% | -40.4% |
| 10Y | +213.5% | +154.0% | +59.6% | +98.3% |
| All | +5,502.6% | +3,492.4% | +2,010.3% | +1,283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling