+19.7%
BROS vs TRU
-32.8%
+52.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.5% |
| 7D | -5.8% | -2.7% | -3.0% | -4.4% |
| 30D | -14.0% | -2.0% | -11.9% | -13.4% |
| 3M | -32.5% | +18.4% | -50.9% | -39.4% |
| 6M | -14.9% | +8.9% | -23.8% | -21.0% |
| YTD | -28.3% | -8.9% | -19.4% | -27.2% |
| 1Y | -34.0% | -15.9% | -18.1% | -30.4% |
| 3Y | +63.0% | -1.1% | +64.0% | +49.1% |
| All | +19.7% | -32.8% | +52.5% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling