+285.2%
BRO vs TMF
-86.4%
+371.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.3% | -5.1% | -2.2% | -7.6% |
| 30D | -6.9% | -4.6% | -2.3% | -7.1% |
| 3M | +10.7% | -16.6% | +27.2% | +9.6% |
| 6M | -2.7% | -19.9% | +17.2% | -3.8% |
| YTD | -16.3% | -20.2% | +3.8% | -17.3% |
| 1Y | -29.1% | -27.7% | -1.4% | -30.3% |
| 3Y | -7.8% | -43.9% | +36.1% | -10.2% |
| 5Y | +18.7% | -88.4% | +107.1% | -0.6% |
| All | +285.2% | -86.4% | +371.6% | +244.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling