-4.5%
TT vs BRO
-3.8%
-0.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -0.5% |
| 7D | -8.5% | +12.2% | -20.6% | -5.5% |
| 30D | -12.8% | +21.3% | -34.1% | -8.3% |
| 3M | -12.9% | +4.1% | -16.9% | -11.4% |
| 6M | -15.2% | +28.9% | -44.1% | -8.7% |
| YTD | +6.2% | -6.6% | +12.8% | +10.5% |
| 1Y | -4.5% | -5.6% | +1.0% | -0.8% |
| All | -4.5% | -3.8% | -0.7% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling