-4.1%
BRO vs TDY
+24.0%
-28.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.8% | +9.2% | +3.5% |
| 7D | +12.4% | -5.0% | +17.5% | +11.3% |
| 30D | +21.6% | +2.0% | +19.6% | +21.8% |
| 3M | +4.3% | -7.7% | +12.0% | +3.0% |
| 6M | +29.2% | -0.9% | +30.1% | +29.2% |
| YTD | -6.4% | +23.7% | -30.1% | -8.2% |
| All | -4.1% | +24.0% | -28.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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