+63.3%
T vs BROS
+38.3%
+25.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.7% |
| 7D | -3.1% | -6.6% | +3.5% | -3.0% |
| 30D | +4.6% | -12.3% | +16.9% | +4.7% |
| 3M | +12.2% | -22.2% | +34.4% | +12.4% |
| 6M | -6.5% | -14.3% | +7.8% | -6.5% |
| YTD | +4.9% | -26.6% | +31.5% | +5.2% |
| 1Y | -10.5% | -31.5% | +21.0% | -10.2% |
| 3Y | +104.6% | +62.3% | +42.3% | +98.5% |
| All | +63.3% | +38.3% | +25.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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