+19.4%
BRO vs TXG
-62.8%
+82.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.4% |
| 7D | -7.3% | +9.5% | -16.8% | -7.9% |
| 30D | -6.9% | +18.8% | -25.6% | -8.1% |
| 3M | +10.7% | +136.1% | -125.4% | +3.4% |
| 6M | -2.7% | +235.2% | -237.9% | -12.1% |
| YTD | -16.3% | +320.5% | -336.9% | -26.0% |
| 1Y | -29.1% | +425.2% | -454.3% | -39.0% |
| 3Y | -7.8% | +42.9% | -50.7% | -11.9% |
| All | +19.4% | -62.8% | +82.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling