+285.2%
BRO vs TAP
-49.9%
+335.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -7.3% | -3.9% | -3.4% | -6.3% |
| 30D | -6.9% | -5.3% | -1.6% | -5.5% |
| 3M | +10.7% | -3.8% | +14.4% | +11.9% |
| 6M | -2.7% | -11.4% | +8.7% | +0.3% |
| YTD | -16.3% | -13.7% | -2.6% | -13.3% |
| 1Y | -29.1% | -17.2% | -11.9% | -25.9% |
| 3Y | -7.8% | -33.1% | +25.2% | +0.7% |
| 5Y | +18.7% | +0.8% | +17.9% | +13.5% |
| All | +285.2% | -49.9% | +335.1% | +276.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling