+5,909.9%
TGT vs BRO
+25,535.4%
-19,625.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.2% | -7.3% | +2.1% | -3.6% |
| 30D | +1.2% | -6.9% | +8.0% | +2.9% |
| 3M | +18.4% | +10.7% | +7.7% | +15.5% |
| 6M | +33.4% | -2.7% | +36.1% | +33.7% |
| YTD | +63.8% | -16.3% | +80.1% | +69.5% |
| 1Y | +77.2% | -29.1% | +106.2% | +90.2% |
| 3Y | +41.8% | -7.8% | +49.6% | +41.8% |
| 5Y | -25.5% | +18.7% | -44.3% | -29.9% |
| 10Y | +204.9% | +291.9% | -87.0% | +123.7% |
| All | +5,909.9% | +25,535.4% | -19,625.5% | +3,221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling