+1,862.1%
T vs BRO
+25,589.6%
-23,727.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -2.4% | -8.6% | +6.1% | -1.0% |
| 30D | +4.3% | -6.9% | +11.2% | +5.5% |
| 3M | +11.6% | +10.5% | +1.1% | +9.6% |
| 6M | -5.6% | -2.8% | -2.8% | -5.5% |
| YTD | +6.6% | -16.1% | +22.7% | +9.1% |
| 1Y | -8.4% | -27.6% | +19.2% | -4.0% |
| 3Y | +107.8% | -7.3% | +115.1% | +108.4% |
| 5Y | +68.3% | +19.0% | +49.3% | +60.6% |
| 10Y | +71.1% | +292.7% | -221.6% | +37.9% |
| All | +1,862.1% | +25,589.6% | -23,727.5% | +1,295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling