+66.9%
BROS vs TW
+20.8%
+46.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -6.6% | -0.5% | -6.1% | -6.5% |
| 30D | -12.3% | -0.6% | -11.7% | -12.3% |
| 3M | -22.2% | +3.4% | -25.6% | -23.1% |
| 6M | -14.3% | -18.4% | +4.2% | -10.8% |
| YTD | -26.6% | -3.9% | -22.7% | -27.1% |
| 1Y | -31.5% | -13.3% | -18.2% | -29.8% |
| All | +66.9% | +20.8% | +46.1% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling