+27.0%
BROS vs TW
+27.4%
-0.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -6.7% | -2.3% | -4.3% | -6.0% |
| 30D | -29.1% | +3.9% | -33.0% | -30.2% |
| 3M | -16.7% | +5.7% | -22.4% | -19.2% |
| 6M | -11.6% | -14.5% | +2.9% | -7.3% |
| YTD | -23.9% | -0.9% | -23.0% | -25.6% |
| 1Y | -34.8% | -13.5% | -21.3% | -32.2% |
| 3Y | +62.1% | +25.0% | +37.1% | +37.7% |
| All | +27.0% | +27.4% | -0.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling