+151.8%
TER vs BROS
+25.7%
+126.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.1% |
| 7D | -20.5% | -21.2% | +0.8% | -15.7% |
| 30D | -47.0% | -11.6% | -35.5% | -45.4% |
| 3M | -43.3% | -36.7% | -6.6% | -37.1% |
| 6M | -42.9% | -42.8% | -0.1% | -36.2% |
| YTD | +12.9% | -44.8% | +57.7% | +26.4% |
| 1Y | +18.2% | -36.5% | +54.7% | +28.2% |
| 3Y | +151.8% | +27.0% | +124.8% | +124.8% |
| All | +151.8% | +25.7% | +126.1% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling