+890.1%
TTMI vs BRO
-7.6%
+897.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.2% |
| 7D | +0.7% | -7.3% | +8.0% | -3.0% |
| 30D | -8.4% | -6.9% | -1.6% | -11.1% |
| 3M | -32.5% | +10.7% | -43.1% | -29.5% |
| 6M | +32.5% | -2.7% | +35.2% | +37.5% |
| YTD | +83.2% | -16.3% | +99.6% | +88.8% |
| 1Y | +161.7% | -29.1% | +190.8% | +172.3% |
| 3Y | +890.1% | -7.8% | +898.0% | +798.4% |
| All | +890.1% | -7.6% | +897.8% | +798.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling