+172.6%
TTMI vs BROS
-35.3%
+207.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.7% |
| 7D | +5.9% | -6.7% | +12.5% | +7.5% |
| 30D | -4.3% | -29.1% | +24.8% | +2.4% |
| 3M | -32.0% | -16.7% | -15.3% | -31.2% |
| 6M | +19.5% | -11.6% | +31.1% | +18.4% |
| YTD | +82.0% | -23.9% | +105.9% | +82.9% |
| 1Y | +172.6% | -34.8% | +207.4% | +158.5% |
| All | +172.6% | -35.3% | +207.9% | +158.5% |
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