-24.5%
BRO vs TMF
-15.2%
-9.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.6% |
| 7D | -2.6% | -1.4% | -1.1% | -2.5% |
| 30D | +0.9% | -2.8% | +3.7% | +0.8% |
| 3M | +24.8% | -10.9% | +35.7% | +24.5% |
| 6M | -0.1% | -21.3% | +21.2% | 0.0% |
| YTD | -9.7% | -15.9% | +6.2% | -9.6% |
| 1Y | -24.5% | -15.7% | -8.7% | -24.3% |
| All | -24.5% | -15.2% | -9.2% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling