-41.5%
BROS vs TLN
+3.1%
-44.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -3.9% |
| 7D | -2.5% | +22.3% | -24.8% | -4.2% |
| 30D | -11.2% | +1.2% | -12.4% | -11.6% |
| 3M | -33.9% | +5.9% | -39.8% | -34.7% |
| 6M | -33.5% | +3.2% | -36.7% | -34.5% |
| YTD | -44.9% | +3.2% | -48.1% | -46.4% |
| 1Y | -41.5% | +5.2% | -46.7% | -43.3% |
| All | -41.5% | +3.1% | -44.6% | -43.3% |
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