+247.3%
TPR vs BROS
+43.3%
+204.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -2.3% | -6.7% | +4.4% | -1.2% |
| 30D | -23.0% | -29.1% | +6.1% | -19.0% |
| 3M | -12.5% | -16.7% | +4.2% | -10.8% |
| 6M | -21.4% | -11.6% | -9.8% | -20.9% |
| YTD | -3.5% | -23.9% | +20.4% | -0.7% |
| 1Y | +17.4% | -34.8% | +52.1% | +23.3% |
| 3Y | +291.3% | +62.1% | +229.2% | +254.1% |
| All | +247.3% | +43.3% | +204.0% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling