+52.0%
TDG vs BROS
+59.1%
-7.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -1.9% | -5.8% | +3.9% | -1.4% |
| 30D | -7.7% | -14.0% | +6.3% | -6.5% |
| 3M | -9.3% | -32.5% | +23.2% | -6.6% |
| 6M | -9.4% | -14.9% | +5.5% | -8.8% |
| YTD | -14.3% | -28.3% | +14.0% | -12.6% |
| 1Y | -11.8% | -34.0% | +22.2% | -9.7% |
| 3Y | +52.0% | +63.0% | -11.0% | +42.3% |
| All | +52.0% | +59.1% | -7.1% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling