+123.0%
TT vs BROS
+80.7%
+42.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | 0.0% | -6.7% | +6.7% | +0.7% |
| 30D | -7.2% | -29.1% | +21.9% | -4.1% |
| 3M | -3.0% | -16.7% | +13.7% | -1.8% |
| 6M | +1.4% | -11.6% | +13.0% | +1.6% |
| YTD | +15.9% | -23.9% | +39.8% | +17.7% |
| 1Y | +9.4% | -34.8% | +44.2% | +12.6% |
| All | +123.0% | +80.7% | +42.3% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling