-4.6%
BROS vs TMF
-89.0%
+84.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -20.4% | -3.4% | -17.1% | -20.1% |
| 30D | -6.1% | +11.5% | -17.6% | -7.2% |
| 3M | -29.4% | -4.5% | -24.9% | -29.1% |
| 6M | -31.5% | -15.0% | -16.6% | -30.5% |
| YTD | -42.8% | -19.9% | -23.0% | -41.7% |
| 1Y | -37.5% | -26.6% | -10.9% | -35.8% |
| 3Y | +27.2% | -29.8% | +57.0% | +29.1% |
| 5Y | -47.0% | -88.2% | +41.2% | -45.5% |
| All | -4.6% | -89.0% | +84.4% | +1.0% |
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