-5.3%
BRO vs TCOM
-39.6%
+34.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.2% | +1.3% | +4.1% |
| 7D | +12.4% | +10.7% | +1.8% | +11.2% |
| 30D | +21.6% | +10.1% | +11.5% | +20.4% |
| 3M | +4.3% | -8.9% | +13.2% | +4.5% |
| 6M | +29.2% | -19.2% | +48.4% | +28.4% |
| YTD | -6.4% | -40.6% | +34.3% | -7.5% |
| 1Y | -5.3% | -39.0% | +33.7% | -6.1% |
| All | -5.3% | -39.6% | +34.3% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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