+137.5%
TT vs BROS
+10.5%
+127.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.5% | -7.9% | -2.1% |
| 7D | +4.0% | +6.3% | -2.3% | +3.4% |
| 30D | -11.3% | -8.3% | -3.0% | -10.8% |
| 3M | -12.3% | -29.8% | +17.5% | -9.6% |
| 6M | -10.8% | -25.8% | +15.0% | -9.2% |
| YTD | +8.2% | -41.4% | +49.5% | +12.4% |
| 1Y | +1.5% | -35.2% | +36.6% | +4.3% |
| 3Y | +91.5% | +32.8% | +58.7% | +79.9% |
| 5Y | +130.2% | -42.2% | +172.4% | +121.1% |
| All | +137.5% | +10.5% | +127.1% | +125.8% |
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 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