+25.1%
BROS vs TMF
-88.5%
+113.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.9% | +1.0% | -1.9% | -1.0% |
| 30D | -13.5% | -1.8% | -11.6% | -13.3% |
| 3M | -18.4% | -8.2% | -10.2% | -17.7% |
| 6M | -10.6% | -19.5% | +8.9% | -8.8% |
| YTD | -25.1% | -16.0% | -9.1% | -23.8% |
| 1Y | -28.6% | -22.5% | -6.2% | -27.0% |
| 3Y | +65.6% | -42.3% | +107.8% | +70.1% |
| All | +25.1% | -88.5% | +113.5% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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