+807.6%
TTMI vs BROS
+33.7%
+773.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.8% | -1.0% |
| 7D | +6.0% | -6.1% | +12.1% | +7.2% |
| 30D | -6.4% | -12.4% | +5.9% | -4.4% |
| 3M | -28.9% | -27.9% | -1.0% | -25.6% |
| 6M | +26.9% | -16.8% | +43.7% | +29.6% |
| YTD | +77.3% | -29.0% | +106.3% | +85.1% |
| 1Y | +147.5% | -33.2% | +180.7% | +159.8% |
| 3Y | +847.6% | +56.8% | +790.9% | +763.2% |
| All | +807.6% | +33.7% | +773.9% | +755.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling