+22.6%
BROS vs TW
+23.5%
-0.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.9% |
| 6M | -14.3% | -18.4% | +4.2% | -8.5% |
| YTD | -26.6% | -3.9% | -22.7% | -27.4% |
| 1Y | -31.5% | -13.3% | -18.2% | -29.1% |
| 3Y | +62.3% | +20.8% | +41.4% | +39.5% |
| All | +22.6% | +23.5% | -0.9% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling