+5,439.5%
TGT vs BWA
+2,606.8%
+2,832.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.6% | +4.3% | -1.6% | +1.3% |
| 30D | +4.7% | -13.0% | +17.7% | +9.2% |
| 3M | +4.6% | -24.8% | +29.4% | +13.7% |
| 6M | +34.9% | -23.5% | +58.4% | +44.6% |
| YTD | +70.9% | +13.8% | +57.1% | +58.3% |
| 1Y | +84.4% | +13.4% | +70.9% | +70.9% |
| 3Y | +69.1% | +62.8% | +6.4% | +37.7% |
| 5Y | -26.9% | +28.5% | -55.4% | -37.3% |
| 10Y | +207.6% | +95.4% | +112.3% | +111.3% |
| All | +5,439.5% | +2,606.8% | +2,832.7% | +1,390.4% |
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