+1,213.1%
TNA vs BRO
+696.7%
+516.4%
-88.1%
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% | +1.4% |
| 7D | -7.3% | -7.3% | +0.1% | +5.2% |
| 30D | -14.2% | -6.9% | -7.3% | -4.7% |
| 3M | -4.6% | +10.7% | -15.2% | -26.9% |
| 6M | +36.9% | -2.7% | +39.6% | +23.0% |
| YTD | +42.5% | -16.3% | +58.9% | +59.3% |
| 1Y | +45.8% | -29.1% | +74.9% | +112.9% |
| 3Y | +104.7% | -7.8% | +112.5% | +60.3% |
| 5Y | -21.7% | +18.7% | -40.4% | -63.7% |
| 10Y | +83.8% | +291.9% | -208.1% | -90.9% |
| All | +1,213.1% | +696.7% | +516.4% | -83.6% |
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