-31.5%
BROS vs TLN
-18.5%
-13.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.8% |
| 7D | -6.6% | +5.8% | -12.4% | -7.1% |
| 30D | -12.3% | -6.9% | -5.5% | -11.7% |
| 3M | -22.2% | -10.9% | -11.3% | -21.8% |
| 6M | -14.3% | -4.6% | -9.7% | -14.6% |
| YTD | -26.6% | -14.7% | -11.8% | -26.8% |
| 1Y | -31.5% | -17.9% | -13.6% | -32.7% |
| All | -31.5% | -18.5% | -13.0% | -32.7% |
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