+64.4%
BROS vs TMF
-42.2%
+106.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -6.7% | -1.4% | -5.2% | -6.5% |
| 30D | -29.1% | -2.8% | -26.2% | -28.8% |
| 3M | -16.7% | -10.9% | -5.8% | -15.4% |
| 6M | -11.6% | -21.3% | +9.7% | -9.2% |
| YTD | -23.9% | -15.9% | -8.0% | -22.4% |
| 1Y | -34.8% | -15.7% | -19.1% | -33.5% |
| All | +64.4% | -42.2% | +106.6% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling