+149.1%
TT vs BRO
+17.6%
+131.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.2% | -7.3% | +6.1% | +0.9% |
| 30D | -7.3% | -6.9% | -0.5% | -5.5% |
| 3M | -3.6% | +10.7% | -14.3% | -7.7% |
| 6M | +2.8% | -2.7% | +5.5% | +2.6% |
| YTD | +14.5% | -16.3% | +30.8% | +20.9% |
| 1Y | +7.4% | -29.1% | +36.5% | +21.6% |
| 3Y | +116.2% | -7.8% | +124.1% | +108.8% |
| All | +149.1% | +17.6% | +131.4% | +102.7% |
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 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