+213.5%
TER vs BROS
-30.1%
+243.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.6% |
| 7D | +11.0% | -0.9% | +11.9% | +11.2% |
| 30D | -1.9% | -13.5% | +11.6% | +1.4% |
| 3M | -0.7% | -18.4% | +17.8% | +1.2% |
| 6M | +36.4% | -10.6% | +46.9% | +35.4% |
| YTD | +92.4% | -25.1% | +117.5% | +92.9% |
| 1Y | +213.5% | -28.6% | +242.2% | +163.8% |
| All | +213.5% | -30.1% | +243.6% | +163.8% |
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