+25.1%
BROS vs TRGP
+628.7%
-603.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | -13.5% | +14.6% | -28.0% | -18.9% |
| 3M | -18.4% | +11.9% | -30.4% | -23.7% |
| 6M | -10.6% | +25.3% | -35.9% | -22.0% |
| YTD | -25.1% | +61.9% | -86.9% | -43.1% |
| 1Y | -28.6% | +87.3% | -115.9% | -50.7% |
| 3Y | +65.6% | +268.0% | -202.4% | -19.9% |
| All | +25.1% | +628.7% | -603.6% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling