+234.9%
TPR vs BROS
-43.5%
+278.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -1.3% |
| 7D | -0.3% | +6.3% | -6.6% | -1.4% |
| 30D | +15.1% | -8.3% | +23.5% | +15.7% |
| 3M | +3.5% | -29.8% | +33.3% | +9.2% |
| 6M | +0.4% | -25.8% | +26.3% | +3.4% |
| YTD | +4.6% | -41.4% | +46.0% | +12.3% |
| 1Y | +33.1% | -35.2% | +68.3% | +39.9% |
| 3Y | +396.0% | +32.8% | +363.2% | +347.8% |
| All | +234.9% | -43.5% | +278.4% | +238.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling