+154.5%
TT vs BROS
+43.3%
+111.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | 0.0% | -6.7% | +6.7% | +0.6% |
| 30D | -7.2% | -29.1% | +21.9% | -4.2% |
| 3M | -3.0% | -16.7% | +13.7% | -1.8% |
| 6M | +1.4% | -11.6% | +13.0% | +1.7% |
| YTD | +15.9% | -23.9% | +39.8% | +17.8% |
| 1Y | +9.4% | -34.8% | +44.2% | +12.6% |
| 3Y | +124.4% | +62.1% | +62.3% | +107.1% |
| All | +154.5% | +43.3% | +111.2% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling