+63.0%
BROS vs TDY
+46.9%
+16.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.5% |
| 7D | -5.8% | -1.1% | -4.6% | -5.2% |
| 30D | -14.0% | -12.0% | -1.9% | -8.3% |
| 3M | -32.5% | -3.2% | -29.3% | -31.7% |
| 6M | -14.9% | -7.9% | -7.0% | -11.9% |
| YTD | -28.3% | +18.2% | -46.5% | -35.5% |
| 1Y | -34.0% | +6.7% | -40.6% | -37.4% |
| 3Y | +63.0% | +47.5% | +15.4% | +28.3% |
| All | +63.0% | +46.9% | +16.1% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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