+197.7%
TER vs BROS
+43.3%
+154.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.3% |
| 7D | +0.6% | -6.7% | +7.3% | +2.1% |
| 30D | -8.3% | -29.1% | +20.8% | -2.0% |
| 3M | -12.2% | -16.7% | +4.5% | -9.9% |
| 6M | +17.1% | -11.6% | +28.7% | +18.7% |
| YTD | +84.7% | -23.9% | +108.6% | +92.3% |
| 1Y | +199.9% | -34.8% | +234.7% | +220.0% |
| 3Y | +232.8% | +62.1% | +170.7% | +184.1% |
| All | +197.7% | +43.3% | +154.4% | +164.4% |
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