+66.2%
T vs BROS
+41.2%
+25.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | +7.6% | -13.5% | +21.1% | +7.8% |
| 3M | +15.3% | -18.4% | +33.7% | +15.4% |
| 6M | -8.5% | -10.6% | +2.1% | -8.5% |
| YTD | +6.8% | -25.1% | +31.8% | +7.0% |
| 1Y | -7.2% | -28.6% | +21.4% | -7.0% |
| 3Y | +108.2% | +65.6% | +42.7% | +102.0% |
| All | +66.2% | +41.2% | +25.1% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling