+120.2%
BKR vs TGT
+207.4%
-87.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -7.0% | -5.2% | -1.8% | -5.8% |
| 30D | -8.1% | +1.2% | -9.3% | -8.5% |
| 3M | -6.6% | +18.4% | -25.0% | -10.6% |
| 6M | +0.9% | +33.4% | -32.6% | -6.4% |
| YTD | +31.1% | +63.8% | -32.7% | +15.3% |
| 1Y | +27.7% | +77.2% | -49.5% | +9.9% |
| 3Y | +71.2% | +41.8% | +29.4% | +49.9% |
| 5Y | +177.6% | -25.5% | +203.2% | +180.5% |
| All | +120.2% | +207.4% | -87.2% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling