+12,926.4%
TDG vs BRO
+411.3%
+12,515.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.9% | -7.3% | +5.5% | +2.1% |
| 30D | -7.7% | -6.9% | -0.8% | -4.4% |
| 3M | -9.3% | +10.7% | -20.0% | -15.0% |
| 6M | -9.4% | -2.7% | -6.7% | -9.7% |
| YTD | -14.3% | -16.3% | +2.1% | -8.0% |
| 1Y | -11.8% | -29.1% | +17.3% | +3.1% |
| 3Y | +52.0% | -7.8% | +59.8% | +50.4% |
| 5Y | +128.8% | +18.7% | +110.1% | +91.7% |
| 10Y | +543.8% | +291.9% | +251.9% | +188.0% |
| All | +12,926.4% | +411.3% | +12,515.1% | +4,048.9% |
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