+66.6%
BROS vs TLN
+583.6%
-517.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.0% | -0.2% |
| 7D | -6.7% | +7.1% | -13.7% | -8.3% |
| 30D | -29.1% | -3.9% | -25.2% | -28.6% |
| 3M | -16.7% | -16.2% | -0.5% | -14.0% |
| 6M | -11.6% | -5.8% | -5.8% | -12.4% |
| YTD | -23.9% | -15.4% | -8.5% | -23.3% |
| 1Y | -34.8% | -16.7% | -18.1% | -34.8% |
| 3Y | +62.1% | +473.8% | -411.7% | -0.6% |
| All | +66.6% | +583.6% | -517.0% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling