+25,667.1%
BRO vs TAP
+778.9%
+24,888.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -7.6% | -5.1% | -2.6% | -6.9% |
| 30D | -6.9% | -8.4% | +1.6% | -5.6% |
| 3M | +12.8% | -3.9% | +16.7% | +13.6% |
| 6M | -5.9% | -14.4% | +8.5% | -3.7% |
| YTD | -15.9% | -14.7% | -1.2% | -14.0% |
| 1Y | -28.1% | -18.7% | -9.5% | -26.1% |
| 3Y | -7.0% | -32.6% | +25.6% | -2.3% |
| 5Y | +18.0% | -1.4% | +19.4% | +16.5% |
| 10Y | +293.9% | -50.4% | +344.3% | +313.0% |
| All | +25,667.1% | +778.9% | +24,888.3% | +20,073.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling