-1.1%
TFC vs BROS
-47.0%
+45.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.7% | +0.9% |
| 7D | +0.3% | -17.9% | +18.2% | +3.0% |
| 30D | +9.2% | -5.4% | +14.5% | +9.5% |
| 3M | -2.9% | -32.1% | +29.2% | +2.4% |
| 6M | +3.5% | -31.7% | +35.2% | +8.1% |
| YTD | +5.4% | -41.2% | +46.6% | +12.1% |
| 1Y | +17.3% | -32.6% | +49.9% | +21.9% |
| 3Y | +96.7% | +32.7% | +64.0% | +75.4% |
| 5Y | -1.1% | -44.2% | +43.1% | -6.8% |
| All | -1.1% | -47.0% | +45.9% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling