+7,424.6%
TPR vs BRO
+2,105.8%
+5,318.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -1.2% |
| 7D | -3.4% | -5.4% | +2.0% | -0.4% |
| 30D | -27.3% | -4.3% | -23.0% | -25.6% |
| 3M | -16.2% | +17.8% | -34.1% | -24.4% |
| 6M | -17.9% | -6.8% | -11.1% | -16.6% |
| YTD | -7.1% | -13.8% | +6.7% | -2.3% |
| 1Y | +13.6% | -27.8% | +41.4% | +31.6% |
| 3Y | +293.7% | -4.7% | +298.4% | +275.0% |
| 5Y | +239.1% | +20.6% | +218.5% | +172.5% |
| 10Y | +311.2% | +293.7% | +17.5% | +74.2% |
| All | +7,424.6% | +2,105.8% | +5,318.8% | +1,624.5% |
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 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