+25.1%
BROS vs TNA
-14.6%
+39.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | -0.9% | +4.1% | -5.0% | -2.5% |
| 30D | -13.5% | -7.6% | -5.8% | -10.6% |
| 3M | -18.4% | +8.1% | -26.5% | -21.5% |
| 6M | -10.6% | +49.0% | -59.6% | -25.7% |
| YTD | -25.1% | +51.7% | -76.8% | -38.6% |
| 1Y | -28.6% | +59.6% | -88.3% | -43.6% |
| 3Y | +65.6% | +118.9% | -53.3% | -1.5% |
| All | +25.1% | -14.6% | +39.7% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling