-24.5%
BRO vs TAP
-14.5%
-10.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.6% | -2.3% | -0.3% | -1.9% |
| 30D | +0.9% | -2.1% | +3.0% | +1.5% |
| 3M | +24.8% | +6.6% | +18.1% | +23.6% |
| 6M | -0.1% | -11.5% | +11.4% | +1.6% |
| YTD | -9.7% | -10.3% | +0.6% | -8.2% |
| 1Y | -24.5% | -14.4% | -10.1% | -23.9% |
| All | -24.5% | -14.5% | -10.0% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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