+61.2%
BROS vs TNA
+99.7%
-38.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.3% |
| 7D | -6.1% | -7.6% | +1.5% | -3.4% |
| 30D | -12.4% | -13.6% | +1.3% | -7.7% |
| 3M | -27.9% | +2.8% | -30.8% | -28.9% |
| 6M | -16.8% | +34.5% | -51.3% | -26.3% |
| YTD | -29.0% | +41.0% | -70.1% | -38.4% |
| 1Y | -33.2% | +52.0% | -85.2% | -44.2% |
| All | +61.2% | +99.7% | -38.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling