+10.7%
TTMI vs BRO
-3.6%
+14.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.5% | -14.6% | -4.2% |
| 7D | -19.2% | +12.4% | -31.6% | -4.7% |
| 30D | -44.9% | +21.6% | -66.5% | -26.7% |
| 3M | -44.7% | +4.3% | -49.1% | -37.1% |
| 6M | -53.4% | +29.2% | -82.6% | -33.3% |
| YTD | +6.3% | -6.4% | +12.7% | +33.3% |
| 1Y | +10.7% | -5.3% | +16.0% | +40.5% |
| All | +10.7% | -3.6% | +14.3% | +40.5% |
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 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