+88.6%
TGT vs BROS
-18.6%
+107.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.4% |
| 7D | +9.5% | +2.5% | +7.0% | +9.0% |
| 30D | +6.6% | +15.1% | -8.5% | +3.6% |
| 3M | +11.0% | -31.4% | +42.3% | +18.4% |
| 6M | +29.9% | -22.6% | +52.5% | +34.2% |
| YTD | +71.4% | -28.1% | +99.6% | +81.1% |
| 1Y | +88.6% | -20.3% | +108.9% | +90.0% |
| All | +88.6% | -18.6% | +107.2% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling