+234.3%
TPR vs BROS
+41.2%
+193.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.5% |
| 7D | -3.4% | -0.9% | -2.4% | -3.2% |
| 30D | -27.3% | -13.5% | -13.9% | -25.7% |
| 3M | -16.2% | -18.4% | +2.2% | -14.3% |
| 6M | -17.9% | -10.6% | -7.3% | -17.4% |
| YTD | -7.1% | -25.1% | +17.9% | -4.1% |
| 1Y | +13.6% | -28.6% | +42.3% | +17.8% |
| 3Y | +293.7% | +65.6% | +228.2% | +255.7% |
| All | +234.3% | +41.2% | +193.2% | +217.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling