+13.6%
TPR vs BROS
-30.1%
+43.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.4% |
| 7D | -3.4% | -0.9% | -2.4% | -3.2% |
| 30D | -27.3% | -13.5% | -13.9% | -25.1% |
| 3M | -16.2% | -18.4% | +2.2% | -15.2% |
| 6M | -17.9% | -10.6% | -7.3% | -19.1% |
| YTD | -7.1% | -25.1% | +17.9% | -3.9% |
| 1Y | +13.6% | -28.6% | +42.3% | +17.2% |
| All | +13.6% | -30.1% | +43.7% | +17.2% |
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 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