+10.7%
TTMI vs BROS
-18.6%
+29.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.9% | -11.0% | -10.3% |
| 7D | -19.2% | +2.5% | -21.6% | -19.7% |
| 30D | -44.9% | +15.1% | -60.0% | -46.8% |
| 3M | -44.7% | -31.4% | -13.4% | -39.7% |
| 6M | -53.4% | -22.6% | -30.8% | -51.9% |
| YTD | +6.3% | -28.1% | +34.5% | +9.0% |
| 1Y | +10.7% | -20.3% | +31.0% | +8.7% |
| All | +10.7% | -18.6% | +29.3% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling