-7.8%
BRO vs TKO
+102.7%
-110.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -7.3% | +2.3% | -9.6% | -7.7% |
| 30D | -6.9% | -2.5% | -4.4% | -6.6% |
| 3M | +10.7% | -10.6% | +21.3% | +12.3% |
| 6M | -2.7% | -5.1% | +2.4% | -2.3% |
| YTD | -16.3% | -8.2% | -8.1% | -15.7% |
| 1Y | -29.1% | -4.4% | -24.6% | -29.1% |
| 3Y | -7.8% | +100.4% | -108.2% | -18.4% |
| All | -7.8% | +102.7% | -110.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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