+19.3%
TPR vs BROS
-18.6%
+37.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | +12.6% | +2.5% | +10.2% | +12.1% |
| 30D | +7.1% | +15.1% | -7.9% | +3.9% |
| 3M | -19.4% | -31.4% | +12.0% | -13.4% |
| 6M | -9.7% | -22.6% | +12.9% | -7.6% |
| YTD | -1.0% | -28.1% | +27.1% | +3.4% |
| 1Y | +19.3% | -20.3% | +39.6% | +18.0% |
| All | +19.3% | -18.6% | +37.9% | +18.0% |
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