-1.8%
BROS vs TMF
-88.6%
+86.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.6% | +6.6% |
| 7D | -17.9% | +0.6% | -18.5% | -18.0% |
| 30D | -5.4% | +16.3% | -21.7% | -6.9% |
| 3M | -32.1% | -2.7% | -29.4% | -32.0% |
| 6M | -31.7% | -13.2% | -18.5% | -30.8% |
| YTD | -41.2% | -16.7% | -24.5% | -40.2% |
| 1Y | -32.6% | -22.7% | -9.9% | -31.1% |
| 3Y | +32.7% | -26.1% | +58.8% | +34.0% |
| 5Y | -44.2% | -88.4% | +44.2% | -41.8% |
| All | -1.8% | -88.6% | +86.7% | +3.5% |
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