+69.1%
TGT vs BROS
+30.6%
+38.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | -0.6% |
| 7D | +2.6% | +6.3% | -3.7% | +1.7% |
| 30D | +4.7% | -8.3% | +13.0% | +5.6% |
| 3M | +4.6% | -29.8% | +34.3% | +9.5% |
| 6M | +34.9% | -25.8% | +60.7% | +39.1% |
| YTD | +70.9% | -41.4% | +112.3% | +81.3% |
| 1Y | +84.4% | -35.2% | +119.5% | +92.7% |
| 3Y | +69.1% | +32.8% | +36.4% | +59.5% |
| All | +69.1% | +30.6% | +38.5% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling