+225.2%
TPR vs BRO
+17.6%
+207.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -5.1% | -8.6% | +3.5% | -2.6% |
| 30D | -27.6% | -6.9% | -20.6% | -26.0% |
| 3M | -17.5% | +10.5% | -27.9% | -20.3% |
| 6M | -21.3% | -2.8% | -18.6% | -21.0% |
| YTD | -8.5% | -16.1% | +7.7% | -3.5% |
| 1Y | +11.5% | -27.6% | +39.1% | +23.9% |
| 3Y | +288.0% | -7.3% | +295.3% | +275.1% |
| 5Y | +225.2% | +19.0% | +206.2% | +165.8% |
| All | +225.2% | +17.6% | +207.5% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling