+748.4%
BRO vs TMF
-69.4%
+817.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -2.6% |
| 7D | -7.6% | -0.9% | -6.8% | -7.7% |
| 30D | -6.9% | -1.0% | -5.9% | -7.0% |
| 3M | +12.8% | -11.3% | +24.1% | +11.5% |
| 6M | -5.9% | -22.7% | +16.9% | -8.2% |
| YTD | -15.9% | -17.3% | +1.5% | -17.3% |
| 1Y | -28.1% | -22.5% | -5.7% | -29.8% |
| 3Y | -7.0% | -43.2% | +36.2% | -10.7% |
| 5Y | +18.0% | -88.3% | +106.3% | -5.7% |
| 10Y | +293.9% | -86.0% | +379.9% | +245.3% |
| All | +748.4% | -69.4% | +817.8% | +828.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling