+18.2%
TFC vs BROS
+43.3%
-25.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | +2.4% | -6.7% | +9.1% | +3.3% |
| 30D | -1.3% | -29.1% | +27.8% | +2.9% |
| 3M | +6.1% | -16.7% | +22.8% | +7.9% |
| 6M | +7.3% | -11.6% | +18.9% | +7.9% |
| YTD | +8.2% | -23.9% | +32.1% | +10.7% |
| 1Y | +14.4% | -34.8% | +49.2% | +19.1% |
| 3Y | +93.7% | +62.1% | +31.6% | +74.2% |
| All | +18.2% | +43.3% | -25.1% | +11.8% |
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 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