+22.6%
BROS vs TDY
+38.2%
-15.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.0% |
| 7D | -6.6% | -1.8% | -4.8% | -5.5% |
| 30D | -12.3% | -13.8% | +1.4% | -3.6% |
| 3M | -22.2% | -3.9% | -18.3% | -20.7% |
| 6M | -14.3% | -9.0% | -5.3% | -9.6% |
| YTD | -26.6% | +16.5% | -43.1% | -35.4% |
| 1Y | -31.5% | +9.3% | -40.8% | -37.2% |
| 3Y | +62.3% | +45.1% | +17.2% | +19.4% |
| All | +22.6% | +38.2% | -15.6% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling