-54.9%
TEAM vs BROS
+38.3%
-93.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +1.3% |
| 7D | -4.7% | -6.6% | +1.9% | -2.8% |
| 30D | +17.0% | -12.3% | +29.4% | +21.3% |
| 3M | +85.9% | -22.2% | +108.1% | +97.1% |
| 6M | +116.7% | -14.3% | +130.9% | +121.0% |
| YTD | +9.6% | -26.6% | +36.2% | +16.7% |
| 1Y | -2.5% | -31.5% | +29.0% | +5.2% |
| 3Y | -14.0% | +62.3% | -76.2% | -36.0% |
| All | -54.9% | +38.3% | -93.3% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling