+153.4%
TT vs BROS
+41.2%
+112.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +1.6% | -0.9% | +2.5% | +1.6% |
| 30D | -7.3% | -13.5% | +6.1% | -6.1% |
| 3M | -2.6% | -18.4% | +15.9% | -1.2% |
| 6M | +5.9% | -10.6% | +16.5% | +6.2% |
| YTD | +15.4% | -25.1% | +40.5% | +17.5% |
| 1Y | +8.2% | -28.6% | +36.9% | +10.4% |
| 3Y | +122.7% | +65.6% | +57.1% | +105.2% |
| All | +153.4% | +41.2% | +112.3% | +136.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling