+70.3%
T vs BRO
+294.2%
-224.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +1.5% | -7.3% | +8.8% | +4.1% |
| 30D | +7.5% | -6.9% | +14.3% | +10.0% |
| 3M | +14.8% | +10.7% | +4.2% | +10.4% |
| 6M | -1.7% | -2.7% | +0.9% | -1.7% |
| YTD | +8.7% | -16.3% | +25.0% | +14.5% |
| 1Y | -7.5% | -29.1% | +21.6% | +3.3% |
| 3Y | +110.2% | -7.8% | +118.1% | +108.9% |
| 5Y | +71.6% | +18.7% | +52.9% | +47.0% |
| All | +70.3% | +294.2% | -224.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling