+831.8%
TTMI vs BROS
+43.3%
+788.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.7% |
| 7D | +5.9% | -6.7% | +12.5% | +7.1% |
| 30D | -4.3% | -29.1% | +24.8% | +0.8% |
| 3M | -32.0% | -16.7% | -15.3% | -30.6% |
| 6M | +19.5% | -11.6% | +31.1% | +20.8% |
| YTD | +82.0% | -23.9% | +105.9% | +87.8% |
| 1Y | +172.6% | -34.8% | +207.4% | +186.7% |
| 3Y | +744.7% | +62.1% | +682.6% | +663.6% |
| All | +831.8% | +43.3% | +788.4% | +767.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling