-24.1%
TE vs BRO
-7.6%
-16.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | +0.2% | -7.3% | +7.5% | -1.1% |
| 30D | -5.9% | -6.9% | +0.9% | -7.0% |
| 3M | -45.6% | +10.7% | -56.2% | -46.3% |
| 6M | -43.4% | -2.7% | -40.7% | -42.8% |
| YTD | -31.0% | -16.3% | -14.7% | -28.0% |
| 1Y | +145.2% | -29.1% | +174.3% | +174.8% |
| 3Y | -24.1% | -7.8% | -16.2% | -28.5% |
| All | -24.1% | -7.6% | -16.4% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling