+285.2%
BRO vs TECH
+189.9%
+95.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.3% | -0.4% | -6.9% | -7.2% |
| 30D | -6.9% | 0.0% | -6.8% | -6.8% |
| 3M | +10.7% | +33.7% | -23.0% | +3.2% |
| 6M | -2.7% | +34.9% | -37.6% | -10.4% |
| YTD | -16.3% | +23.2% | -39.5% | -21.6% |
| 1Y | -29.1% | +36.3% | -65.4% | -35.6% |
| 3Y | -7.8% | +2.3% | -10.1% | -13.5% |
| 5Y | +18.7% | -42.9% | +61.6% | +30.1% |
| All | +285.2% | +189.9% | +95.2% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling