+199.8%
TER vs BROS
-35.3%
+235.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.3% |
| 7D | +0.6% | -6.7% | +7.3% | +2.2% |
| 30D | -8.3% | -29.1% | +20.8% | -1.3% |
| 3M | -12.2% | -16.7% | +4.5% | -11.0% |
| 6M | +17.0% | -11.6% | +28.6% | +16.7% |
| YTD | +84.6% | -23.9% | +108.5% | +84.7% |
| 1Y | +199.8% | -34.8% | +234.6% | +154.8% |
| All | +199.8% | -35.3% | +235.1% | +154.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling