-53.3%
TTMI vs BROS
-33.5%
-19.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.4% |
| 7D | +22.6% | -2.5% | +25.1% | +23.1% |
| 30D | -34.3% | -11.2% | -23.1% | -31.1% |
| 3M | -44.8% | -33.9% | -10.8% | -42.6% |
| 6M | -53.3% | -33.5% | -19.8% | -45.1% |
| All | -53.3% | -33.5% | -19.8% | -45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling