+2,628.6%
TFC vs BRO
+25,589.6%
-22,961.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.5% | -8.6% | +6.1% | +0.1% |
| 30D | -2.8% | -6.9% | +4.1% | -0.8% |
| 3M | +2.1% | +10.5% | -8.3% | -1.3% |
| 6M | +10.1% | -2.8% | +12.9% | +10.1% |
| YTD | +5.4% | -16.1% | +21.6% | +9.8% |
| 1Y | +16.3% | -27.6% | +43.9% | +26.4% |
| 3Y | +95.9% | -7.3% | +103.1% | +95.7% |
| 5Y | +16.0% | +19.0% | -3.0% | +6.8% |
| 10Y | +97.9% | +292.7% | -194.8% | +36.0% |
| All | +2,628.6% | +25,589.6% | -22,961.0% | +1,334.8% |
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