+19.7%
BROS vs TDY
+40.2%
-20.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.3% |
| 7D | -5.8% | -1.1% | -4.6% | -5.1% |
| 30D | -14.0% | -12.0% | -1.9% | -6.6% |
| 3M | -32.5% | -3.2% | -29.3% | -31.5% |
| 6M | -14.9% | -7.9% | -7.0% | -10.9% |
| YTD | -28.3% | +18.2% | -46.5% | -37.5% |
| 1Y | -34.0% | +6.7% | -40.6% | -38.3% |
| 3Y | +63.0% | +47.5% | +15.4% | +18.5% |
| All | +19.7% | +40.2% | -20.5% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling