-34.8%
BROS vs TW
-15.9%
-18.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -6.7% | -2.3% | -4.3% | -6.7% |
| 30D | -29.1% | +3.9% | -33.0% | -29.0% |
| 3M | -16.7% | +5.7% | -22.4% | -17.1% |
| 6M | -11.6% | -14.5% | +2.9% | -10.2% |
| YTD | -23.9% | -0.9% | -23.0% | -24.5% |
| 1Y | -34.8% | -13.5% | -21.3% | -30.0% |
| All | -34.8% | -15.9% | -18.9% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling