+60.8%
BROS vs TLN
+589.3%
-528.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | -6.6% | +5.8% | -12.4% | -8.0% |
| 30D | -12.3% | -6.9% | -5.5% | -10.9% |
| 3M | -22.2% | -10.9% | -11.3% | -21.1% |
| 6M | -14.3% | -4.6% | -9.7% | -15.4% |
| YTD | -26.6% | -14.7% | -11.8% | -26.1% |
| 1Y | -31.5% | -17.9% | -13.6% | -31.1% |
| 3Y | +62.3% | +483.9% | -421.6% | -1.0% |
| All | +60.8% | +589.3% | -528.5% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling