+22.6%
BROS vs TECH
-43.1%
+65.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -6.6% | -0.1% | -6.5% | -6.6% |
| 30D | -12.3% | +0.3% | -12.6% | -12.4% |
| 3M | -22.2% | +32.9% | -55.1% | -31.3% |
| 6M | -14.3% | +32.1% | -46.3% | -25.9% |
| YTD | -26.6% | +23.4% | -49.9% | -34.7% |
| 1Y | -31.5% | +34.1% | -65.6% | -41.8% |
| 3Y | +62.3% | +2.2% | +60.1% | +42.7% |
| All | +22.6% | -43.1% | +65.6% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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