+973.4%
BRO vs TCOM
+2,557.8%
-1,584.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -7.3% | -4.9% | -2.4% | -6.8% |
| 30D | -6.9% | -14.4% | +7.5% | -5.3% |
| 3M | +10.7% | -17.7% | +28.3% | +12.8% |
| 6M | -2.7% | -25.1% | +22.4% | +0.2% |
| YTD | -16.3% | -45.7% | +29.4% | -11.1% |
| 1Y | -29.1% | -47.9% | +18.8% | -24.5% |
| 3Y | -7.8% | +8.9% | -16.8% | -11.4% |
| 5Y | +18.7% | +26.9% | -8.1% | +8.0% |
| 10Y | +291.9% | -11.2% | +303.1% | +256.8% |
| All | +973.4% | +2,557.8% | -1,584.4% | +544.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling