+139.1%
TT vs BROS
+8.6%
+130.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | +0.8% | -19.0% | +19.8% | +2.7% |
| 30D | -11.8% | -7.3% | -4.5% | -11.3% |
| 3M | -11.6% | -31.2% | +19.6% | -8.6% |
| 6M | -9.3% | -33.0% | +23.7% | -6.6% |
| YTD | +8.9% | -42.4% | +51.2% | +13.4% |
| 1Y | -2.2% | -37.7% | +35.5% | +0.9% |
| 3Y | +91.9% | +28.2% | +63.7% | +80.9% |
| 5Y | +136.0% | -43.4% | +179.4% | +127.1% |
| All | +139.1% | +8.6% | +130.5% | +127.8% |
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