+6.4%
BRO vs TLN
+571.8%
-565.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.4% |
| 7D | -8.6% | +2.0% | -10.6% | -8.5% |
| 30D | -6.9% | -12.9% | +6.0% | -7.4% |
| 3M | +10.5% | -7.4% | +17.9% | +10.0% |
| 6M | -2.8% | -6.0% | +3.3% | -3.2% |
| YTD | -16.1% | -16.9% | +0.7% | -16.4% |
| 1Y | -27.6% | -22.6% | -5.0% | -27.8% |
| 3Y | -7.3% | +469.0% | -476.3% | -21.0% |
| All | +6.4% | +571.8% | -565.3% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling