+19.7%
BROS vs TCOM
+40.0%
-20.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | -5.8% | -4.9% | -0.9% | -4.7% |
| 30D | -14.0% | -14.4% | +0.4% | -11.0% |
| 3M | -32.5% | -17.7% | -14.8% | -30.0% |
| 6M | -14.9% | -25.1% | +10.2% | -9.9% |
| YTD | -28.3% | -45.7% | +17.4% | -19.2% |
| 1Y | -34.0% | -47.9% | +13.9% | -25.0% |
| 3Y | +63.0% | +8.9% | +54.0% | +54.0% |
| All | +19.7% | +40.0% | -20.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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