+316.3%
TPR vs BRO
+294.2%
+22.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | -3.0% | -7.3% | +4.3% | +1.4% |
| 30D | -22.6% | -6.9% | -15.8% | -19.5% |
| 3M | -18.2% | +10.7% | -28.9% | -23.9% |
| 6M | -18.0% | -2.7% | -15.3% | -18.5% |
| YTD | -6.4% | -16.3% | +9.9% | +1.3% |
| 1Y | +12.3% | -29.1% | +41.4% | +34.7% |
| 3Y | +298.7% | -7.8% | +306.5% | +274.2% |
| 5Y | +232.5% | +18.7% | +213.8% | +138.3% |
| All | +316.3% | +294.2% | +22.0% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling