+20.8%
BROS vs TLN
+630.2%
-609.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.4% | -4.0% |
| 7D | -21.2% | -1.3% | -19.9% | -21.1% |
| 30D | -11.6% | -10.5% | -1.1% | -9.7% |
| 3M | -36.7% | +0.1% | -36.8% | -37.5% |
| 6M | -42.8% | -17.4% | -25.4% | -41.4% |
| YTD | -44.8% | -9.7% | -35.2% | -45.9% |
| 1Y | -36.5% | -12.3% | -24.3% | -37.6% |
| 3Y | +27.0% | +528.3% | -501.3% | -25.1% |
| All | +20.8% | +630.2% | -609.4% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling