+19.7%
BROS vs TW
+21.7%
-2.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -5.8% | -4.5% | -1.3% | -4.3% |
| 30D | -14.0% | -2.3% | -11.7% | -13.4% |
| 3M | -32.5% | +2.6% | -35.1% | -33.8% |
| 6M | -14.9% | -17.5% | +2.6% | -9.8% |
| YTD | -28.3% | -5.3% | -23.0% | -28.8% |
| 1Y | -34.0% | -14.8% | -19.2% | -31.3% |
| 3Y | +63.0% | +18.8% | +44.1% | +41.0% |
| All | +19.7% | +21.7% | -2.0% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling