-61.4%
TEAM vs BROS
+7.7%
-69.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -19.7% | -20.4% | +0.7% | -14.8% |
| 30D | -26.6% | -6.1% | -20.5% | -25.9% |
| 3M | -1.1% | -29.4% | +28.3% | +8.1% |
| 6M | +74.6% | -31.5% | +106.1% | +90.3% |
| YTD | -6.0% | -42.8% | +36.8% | +6.5% |
| 1Y | -3.2% | -37.5% | +34.3% | +6.3% |
| 3Y | -13.5% | +27.2% | -40.7% | -31.5% |
| 5Y | -65.5% | -47.0% | -18.5% | -68.0% |
| All | -61.4% | +7.7% | -69.1% | -65.7% |
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