+154.3%
TRV vs BROS
+41.2%
+113.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | +0.5% | -0.9% | +1.4% | +0.5% |
| 30D | -4.9% | -13.5% | +8.6% | -4.5% |
| 3M | +23.7% | -18.4% | +42.2% | +24.4% |
| 6M | +20.3% | -10.6% | +30.9% | +20.5% |
| YTD | +27.1% | -25.1% | +52.1% | +27.8% |
| 1Y | +35.3% | -28.6% | +64.0% | +36.2% |
| 3Y | +139.8% | +65.6% | +74.2% | +136.2% |
| All | +154.3% | +41.2% | +113.1% | +153.8% |
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 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