+66.8%
T vs BROS
+43.3%
+23.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -2.0% |
| 7D | -1.3% | -6.7% | +5.4% | -1.2% |
| 30D | +11.4% | -29.1% | +40.4% | +11.8% |
| 3M | +14.3% | -16.7% | +31.0% | +14.4% |
| 6M | -9.3% | -11.6% | +2.4% | -9.3% |
| YTD | +7.1% | -23.9% | +31.0% | +7.3% |
| 1Y | -9.1% | -34.8% | +25.7% | -8.7% |
| 3Y | +105.3% | +62.1% | +43.3% | +99.4% |
| All | +66.8% | +43.3% | +23.4% | +63.8% |
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