-29.4%
TSCO vs BROS
-18.6%
-10.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.1% |
| 7D | +15.7% | +2.5% | +13.3% | +15.3% |
| 30D | +16.4% | +15.1% | +1.4% | +13.7% |
| 3M | +11.2% | -31.4% | +42.6% | +17.1% |
| 6M | +14.9% | -22.6% | +37.5% | +17.6% |
| YTD | -25.4% | -28.1% | +2.7% | -23.0% |
| 1Y | -29.4% | -20.3% | -9.1% | -29.3% |
| All | -29.4% | -18.6% | -10.8% | -29.3% |
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