-22.1%
TGT vs BROS
+41.2%
-63.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.8% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | +9.5% | -13.5% | +23.0% | +11.7% |
| 3M | +32.3% | -18.4% | +50.7% | +35.3% |
| 6M | +37.0% | -10.6% | +47.6% | +37.9% |
| YTD | +71.0% | -25.1% | +96.1% | +75.9% |
| 1Y | +85.0% | -28.6% | +113.7% | +91.0% |
| 3Y | +46.8% | +65.6% | -18.7% | +30.8% |
| All | -22.1% | +41.2% | -63.3% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling