+821.7%
TTMI vs BROS
+38.3%
+783.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.6% |
| 7D | +7.5% | -6.6% | +14.1% | +8.7% |
| 30D | -4.5% | -12.3% | +7.9% | -2.4% |
| 3M | -28.5% | -22.2% | -6.3% | -26.2% |
| 6M | +28.4% | -14.3% | +42.6% | +30.4% |
| YTD | +80.1% | -26.6% | +106.6% | +86.9% |
| 1Y | +161.0% | -31.5% | +192.5% | +172.8% |
| 3Y | +862.4% | +62.3% | +800.2% | +771.6% |
| All | +821.7% | +38.3% | +783.4% | +763.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling