+203.6%
TGT vs BRKR
+155.3%
+48.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.2% | -8.7% | +3.4% | -3.4% |
| 30D | +1.2% | -9.9% | +11.0% | +3.3% |
| 3M | +18.4% | -3.1% | +21.5% | +17.4% |
| 6M | +33.4% | +45.5% | -12.0% | +19.1% |
| YTD | +63.8% | +13.7% | +50.1% | +54.0% |
| 1Y | +77.2% | +67.4% | +9.7% | +49.8% |
| 3Y | +41.8% | -13.2% | +55.0% | +34.7% |
| 5Y | -25.5% | -39.5% | +13.9% | -24.4% |
| All | +203.6% | +155.3% | +48.3% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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