-7.8%
BRO vs TW
+19.1%
-26.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -7.3% | -4.5% | -2.8% | -5.9% |
| 30D | -6.9% | -2.3% | -4.6% | -6.2% |
| 3M | +10.7% | +2.6% | +8.1% | +9.7% |
| 6M | -2.7% | -17.5% | +14.9% | +2.8% |
| YTD | -16.3% | -5.3% | -11.0% | -15.3% |
| 1Y | -29.1% | -14.8% | -14.3% | -25.9% |
| 3Y | -7.8% | +18.8% | -26.7% | -12.5% |
| All | -7.8% | +19.1% | -26.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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