+6,604.2%
TRV vs BRO
+25,535.4%
-18,931.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +1.9% | -7.3% | +9.3% | +4.0% |
| 30D | +1.7% | -6.9% | +8.6% | +3.6% |
| 3M | +23.9% | +10.7% | +13.2% | +20.4% |
| 6M | +26.3% | -2.7% | +29.0% | +26.6% |
| YTD | +30.8% | -16.3% | +47.1% | +36.2% |
| 1Y | +36.3% | -29.1% | +65.4% | +48.0% |
| 3Y | +145.0% | -7.8% | +152.8% | +148.0% |
| 5Y | +163.9% | +18.7% | +145.1% | +147.8% |
| 10Y | +305.8% | +291.9% | +13.9% | +193.4% |
| All | +6,604.2% | +25,535.4% | -18,931.2% | +3,566.7% |
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