+277.6%
TPR vs BROS
+3.9%
+273.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | +14.2% | -21.2% | +35.4% | +17.6% |
| 30D | +17.1% | -11.6% | +28.6% | +18.3% |
| 3M | -17.7% | -36.7% | +19.0% | -12.4% |
| 6M | -10.2% | -42.8% | +32.6% | -3.6% |
| YTD | +4.9% | -44.8% | +49.7% | +12.7% |
| 1Y | +36.1% | -36.5% | +72.7% | +42.8% |
| 3Y | +416.5% | +27.0% | +389.5% | +383.4% |
| 5Y | +254.8% | -50.3% | +305.1% | +249.3% |
| All | +277.6% | +3.9% | +273.7% | +273.2% |
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