+14.4%
TFC vs BROS
-35.3%
+49.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | +2.4% | -6.7% | +9.1% | +3.5% |
| 30D | -1.3% | -29.1% | +27.8% | +3.6% |
| 3M | +6.1% | -16.7% | +22.8% | +7.3% |
| 6M | +7.3% | -11.6% | +18.9% | +6.5% |
| YTD | +8.2% | -23.9% | +32.1% | +9.7% |
| 1Y | +14.4% | -34.8% | +49.2% | +16.3% |
| All | +14.4% | -35.3% | +49.7% | +16.3% |
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