+128.3%
TT vs BROS
+3.9%
+124.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.6% |
| 7D | -2.0% | -21.2% | +19.2% | +0.1% |
| 30D | -14.0% | -11.6% | -2.5% | -13.2% |
| 3M | -15.9% | -36.7% | +20.8% | -12.3% |
| 6M | -17.3% | -42.8% | +25.5% | -13.5% |
| YTD | +4.0% | -44.8% | +48.8% | +8.7% |
| 1Y | -7.1% | -36.5% | +29.4% | -4.3% |
| 3Y | +90.2% | +27.0% | +63.3% | +79.6% |
| 5Y | +131.1% | -50.3% | +181.4% | +123.5% |
| All | +128.3% | +3.9% | +124.4% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling