-48.9%
TE vs BROS
+43.3%
-92.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -4.0% | -6.7% | +2.7% | -1.8% |
| 30D | -15.9% | -29.1% | +13.2% | -6.6% |
| 3M | -60.5% | -16.7% | -43.8% | -59.1% |
| 6M | -35.2% | -11.6% | -23.6% | -34.7% |
| YTD | -31.1% | -23.9% | -7.2% | -26.9% |
| 1Y | +148.6% | -34.8% | +183.4% | +175.9% |
| 3Y | -26.4% | +62.1% | -88.5% | -40.1% |
| All | -48.9% | +43.3% | -92.3% | -54.2% |
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