+829.0%
TTMI vs BRO
+17.6%
+811.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.3% |
| 7D | +0.7% | -7.3% | +8.0% | +0.1% |
| 30D | -8.4% | -6.9% | -1.6% | -8.9% |
| 3M | -32.5% | +10.7% | -43.1% | -33.5% |
| 6M | +32.5% | -2.7% | +35.2% | +33.0% |
| YTD | +83.2% | -16.3% | +99.6% | +89.3% |
| 1Y | +161.7% | -29.1% | +190.8% | +182.1% |
| 3Y | +890.1% | -7.8% | +898.0% | +818.4% |
| All | +829.0% | +17.6% | +811.4% | +666.2% |
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