-7.8%
BRO vs TENB
-34.6%
+26.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.4% |
| 7D | -7.3% | -12.1% | +4.8% | -6.2% |
| 30D | -6.9% | -18.6% | +11.8% | -5.2% |
| 3M | +10.7% | +12.1% | -1.4% | +8.5% |
| 6M | -2.7% | +46.8% | -49.5% | -8.1% |
| YTD | -16.3% | +28.0% | -44.3% | -20.1% |
| 1Y | -29.1% | -1.4% | -27.7% | -30.3% |
| 3Y | -7.8% | -33.9% | +26.1% | -5.5% |
| All | -7.8% | -34.6% | +26.7% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 3y: compounded portfolio wealth divided by compounded TENB 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…
3y analysis · Full analysis span regression · 6 months rolling