+873.0%
TTMI vs BROS
+62.9%
+810.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.5% |
| 7D | +7.5% | -6.6% | +14.1% | +9.2% |
| 30D | -4.5% | -12.3% | +7.9% | -1.7% |
| 3M | -28.5% | -22.2% | -6.3% | -25.5% |
| 6M | +28.4% | -14.3% | +42.6% | +30.6% |
| YTD | +80.1% | -26.6% | +106.6% | +88.7% |
| 1Y | +161.0% | -31.5% | +192.5% | +176.0% |
| All | +873.0% | +62.9% | +810.1% | +694.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling