-53.1%
TE vs BRO
+72.3%
-125.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +0.2% | -7.3% | +7.5% | +1.0% |
| 30D | -5.9% | -6.9% | +0.9% | -5.3% |
| 3M | -45.6% | +10.7% | -56.2% | -47.6% |
| 6M | -43.4% | -2.7% | -40.7% | -43.9% |
| YTD | -31.0% | -16.3% | -14.7% | -29.3% |
| 1Y | +145.2% | -29.1% | +174.3% | +164.6% |
| 3Y | -24.1% | -7.8% | -16.2% | -25.1% |
| 5Y | -48.1% | +18.7% | -66.9% | -51.6% |
| All | -53.1% | +72.3% | -125.4% | -56.3% |
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