+1,124.0%
TTMI vs BRO
+294.2%
+829.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +0.7% | -7.3% | +8.0% | +2.6% |
| 30D | -8.4% | -6.9% | -1.6% | -7.1% |
| 3M | -32.5% | +10.7% | -43.1% | -36.6% |
| 6M | +32.5% | -2.7% | +35.2% | +29.1% |
| YTD | +83.2% | -16.3% | +99.6% | +89.0% |
| 1Y | +161.7% | -29.1% | +190.8% | +189.2% |
| 3Y | +890.1% | -7.8% | +898.0% | +799.1% |
| 5Y | +832.4% | +18.7% | +813.7% | +593.9% |
| All | +1,124.0% | +294.2% | +829.8% | +340.7% |
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 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