-25.8%
BROS vs TRGP
+16.9%
-42.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.1% | +6.6% |
| 7D | +6.3% | +12.4% | -6.1% | +8.5% |
| 30D | -8.3% | +2.6% | -11.0% | -8.5% |
| 3M | -29.8% | +11.9% | -41.6% | -26.0% |
| 6M | -25.8% | +13.9% | -39.7% | -17.9% |
| All | -25.8% | +16.9% | -42.8% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 6mo: compounded portfolio wealth divided by compounded TRGP 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…
6mo analysis · Full analysis span regression · 6 months rolling