+129.9%
TLT vs BRO
+1,091.5%
-961.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.8% |
| 7D | -0.3% | -7.6% | +7.4% | -1.1% |
| 30D | 0.0% | -6.9% | +6.8% | -0.8% |
| 3M | -2.9% | +12.8% | -15.7% | -1.4% |
| 6M | -6.3% | -5.9% | -0.4% | -6.7% |
| YTD | -3.3% | -15.9% | +12.5% | -4.9% |
| 1Y | -4.2% | -28.1% | +23.9% | -7.4% |
| 3Y | -1.7% | -7.0% | +5.3% | -1.3% |
| 5Y | -34.9% | +18.0% | -52.9% | -31.8% |
| 10Y | -19.8% | +293.9% | -313.7% | +2.3% |
| All | +129.9% | +1,091.5% | -961.7% | +255.7% |
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