-20.3%
BROS vs TLN
-17.6%
-2.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.5% | +9.5% | +1.5% |
| 7D | +2.5% | -6.0% | +8.5% | +2.9% |
| 30D | +15.1% | -1.5% | +16.6% | +14.5% |
| 3M | -31.4% | -3.9% | -27.5% | -31.6% |
| 6M | -22.6% | -15.0% | -7.6% | -22.1% |
| YTD | -28.1% | -12.8% | -15.3% | -29.0% |
| 1Y | -20.3% | -17.3% | -2.9% | -21.9% |
| All | -20.3% | -17.6% | -2.7% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling