+191.1%
TRI vs BRO
+294.2%
-103.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -7.9% | -7.3% | -0.6% | -4.6% |
| 30D | -4.5% | -6.9% | +2.3% | -1.2% |
| 3M | +22.1% | +10.7% | +11.4% | +17.9% |
| 6M | -2.8% | -2.7% | -0.1% | -1.2% |
| YTD | -23.4% | -16.3% | -7.1% | -17.5% |
| 1Y | -41.5% | -29.1% | -12.4% | -32.9% |
| 3Y | -19.2% | -7.8% | -11.4% | -18.5% |
| 5Y | -9.4% | +18.7% | -28.1% | -20.2% |
| All | +191.1% | +294.2% | -103.2% | +73.9% |
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