+8,187.2%
TMO vs BRO
+25,535.4%
-17,348.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.6% | -7.3% | +6.7% | +1.0% |
| 30D | +1.1% | -6.9% | +8.0% | +2.7% |
| 3M | +28.3% | +10.7% | +17.7% | +25.3% |
| 6M | +23.3% | -2.7% | +26.0% | +23.5% |
| YTD | +5.5% | -16.3% | +21.8% | +8.8% |
| 1Y | +24.5% | -29.1% | +53.6% | +32.9% |
| 3Y | +19.6% | -7.8% | +27.4% | +20.0% |
| 5Y | +8.1% | +18.7% | -10.6% | +2.5% |
| 10Y | +336.7% | +291.9% | +44.8% | +232.2% |
| All | +8,187.2% | +25,535.4% | -17,348.3% | +5,155.2% |
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