-7.8%
BRO vs TRU
-1.3%
-6.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -7.3% | -2.7% | -4.6% | -6.9% |
| 30D | -6.9% | -2.0% | -4.8% | -6.5% |
| 3M | +10.7% | +18.4% | -7.8% | +8.3% |
| 6M | -2.7% | +8.9% | -11.6% | -3.9% |
| YTD | -16.3% | -8.9% | -7.4% | -16.0% |
| 1Y | -29.1% | -15.9% | -13.2% | -28.4% |
| 3Y | -7.8% | -1.1% | -6.7% | -4.0% |
| All | -7.8% | -1.3% | -6.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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