+18.4%
BROS vs TNA
-20.7%
+39.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.1% |
| 7D | -6.1% | -7.6% | +1.5% | -3.0% |
| 30D | -12.4% | -13.6% | +1.3% | -7.0% |
| 3M | -27.9% | +2.8% | -30.8% | -29.1% |
| 6M | -16.8% | +34.5% | -51.3% | -27.9% |
| YTD | -29.0% | +41.0% | -70.1% | -40.1% |
| 1Y | -33.2% | +52.0% | -85.2% | -46.1% |
| 3Y | +56.8% | +103.5% | -46.7% | -3.9% |
| All | +18.4% | -20.7% | +39.1% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling