+286.9%
TPR vs BROS
+10.8%
+276.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.6% | -4.2% | +1.4% |
| 7D | +12.7% | -17.9% | +30.6% | +15.3% |
| 30D | +17.1% | -5.4% | +22.4% | +17.0% |
| 3M | -15.9% | -32.1% | +16.2% | -11.4% |
| 6M | +2.6% | -31.7% | +34.3% | +6.8% |
| YTD | +7.5% | -41.2% | +48.7% | +14.3% |
| 1Y | +32.9% | -32.6% | +65.5% | +38.1% |
| 3Y | +413.8% | +32.7% | +381.2% | +377.4% |
| 5Y | +263.9% | -44.2% | +308.1% | +255.3% |
| All | +286.9% | +10.8% | +276.1% | +278.6% |
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