+343.7%
BRO vs TRU
+228.8%
+115.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -7.3% | -2.7% | -4.6% | -6.5% |
| 30D | -6.9% | -2.0% | -4.8% | -6.3% |
| 3M | +10.7% | +18.4% | -7.8% | +5.3% |
| 6M | -2.7% | +8.9% | -11.6% | -5.4% |
| YTD | -16.3% | -8.9% | -7.4% | -14.9% |
| 1Y | -29.1% | -15.9% | -13.2% | -26.6% |
| 3Y | -7.8% | -1.1% | -6.7% | -14.2% |
| 5Y | +18.7% | -35.2% | +53.9% | +26.6% |
| 10Y | +291.9% | +145.3% | +146.6% | +188.5% |
| All | +343.7% | +228.8% | +115.0% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling