+3,568.8%
BRO vs TDY
+7,056.0%
-3,487.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -7.3% | -1.1% | -6.2% | -7.1% |
| 30D | -6.9% | -12.0% | +5.2% | -4.1% |
| 3M | +10.7% | -3.2% | +13.9% | +11.2% |
| 6M | -2.7% | -7.9% | +5.2% | -1.4% |
| YTD | -16.3% | +18.2% | -34.5% | -20.5% |
| 1Y | -29.1% | +6.7% | -35.7% | -31.0% |
| 3Y | -7.8% | +47.5% | -55.4% | -17.6% |
| 5Y | +18.7% | +39.5% | -20.8% | +7.5% |
| 10Y | +291.9% | +477.2% | -185.3% | +157.6% |
| All | +3,568.8% | +7,056.0% | -3,487.3% | +1,560.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling