-40.9%
TSCO vs BROS
-35.3%
-5.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +0.8% | -6.7% | +7.4% | +1.9% |
| 30D | +5.5% | -29.1% | +34.5% | +11.0% |
| 3M | +20.0% | -16.7% | +36.7% | +22.0% |
| 6M | -29.8% | -11.6% | -18.2% | -29.8% |
| YTD | -28.7% | -23.9% | -4.7% | -26.7% |
| 1Y | -40.9% | -34.8% | -6.1% | -37.7% |
| All | -40.9% | -35.3% | -5.6% | -37.7% |
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