+43.2%
T vs BROS
+10.8%
+32.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.8% | +0.7% |
| 7D | +1.7% | -17.9% | +19.6% | +2.0% |
| 30D | -1.7% | -5.4% | +3.6% | -1.7% |
| 3M | -7.3% | -32.1% | +24.7% | -6.9% |
| 6M | -11.2% | -31.7% | +20.5% | -10.9% |
| YTD | -8.1% | -41.2% | +33.1% | -7.6% |
| 1Y | -8.0% | -32.6% | +24.6% | -7.8% |
| 3Y | +62.1% | +32.7% | +29.4% | +57.7% |
| 5Y | +55.7% | -44.2% | +99.9% | +51.2% |
| All | +43.2% | +10.8% | +32.4% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling