-25.1%
TGT vs BRO
+17.6%
-42.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.2% | -7.3% | +2.1% | -2.7% |
| 30D | +1.2% | -6.9% | +8.0% | +3.7% |
| 3M | +18.4% | +10.7% | +7.7% | +14.0% |
| 6M | +33.4% | -2.7% | +36.1% | +34.0% |
| YTD | +63.8% | -16.3% | +80.1% | +73.2% |
| 1Y | +77.2% | -29.1% | +106.2% | +99.0% |
| 3Y | +41.8% | -7.8% | +49.6% | +35.8% |
| All | -25.1% | +17.6% | -42.7% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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