+220.0%
TER vs BROS
+38.3%
+181.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.5% |
| 7D | +12.4% | -6.6% | +18.9% | +13.9% |
| 30D | +5.1% | -12.3% | +17.5% | +7.9% |
| 3M | +4.0% | -22.2% | +26.2% | +8.2% |
| 6M | +29.5% | -14.3% | +43.8% | +32.0% |
| YTD | +98.5% | -26.6% | +125.0% | +108.1% |
| 1Y | +234.1% | -31.5% | +265.6% | +253.1% |
| 3Y | +289.0% | +62.3% | +226.8% | +232.1% |
| All | +220.0% | +38.3% | +181.6% | +186.1% |
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