+18.4%
BROS vs TCOM
+38.9%
-20.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.1% |
| 7D | -6.1% | -6.5% | +0.5% | -4.7% |
| 30D | -12.4% | -16.2% | +3.9% | -9.0% |
| 3M | -27.9% | -19.3% | -8.6% | -24.9% |
| 6M | -16.8% | -27.2% | +10.4% | -11.3% |
| YTD | -29.0% | -46.2% | +17.1% | -20.0% |
| 1Y | -33.2% | -46.6% | +13.4% | -24.5% |
| 3Y | +56.8% | +8.4% | +48.4% | +48.3% |
| All | +18.4% | +38.9% | -20.5% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling