-7.8%
BRO vs TLN
+471.2%
-479.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -7.3% | -1.3% | -6.0% | -7.4% |
| 30D | -6.9% | -14.3% | +7.5% | -7.4% |
| 3M | +10.7% | -9.3% | +20.0% | +10.2% |
| 6M | -2.7% | -1.1% | -1.6% | -3.1% |
| YTD | -16.3% | -16.6% | +0.2% | -16.6% |
| 1Y | -29.1% | -22.0% | -7.1% | -29.3% |
| 3Y | -7.8% | +470.2% | -478.0% | -21.5% |
| All | -7.8% | +471.2% | -479.0% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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