+24.7%
BROS vs TMF
-31.3%
+56.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -3.1% |
| 7D | -2.5% | -8.2% | +5.7% | -1.3% |
| 30D | -11.2% | +5.3% | -16.6% | -11.9% |
| 3M | -33.9% | -8.5% | -25.5% | -33.2% |
| 6M | -33.5% | -17.2% | -16.3% | -32.0% |
| YTD | -44.9% | -23.4% | -21.5% | -43.3% |
| 1Y | -41.5% | -30.2% | -11.2% | -39.3% |
| All | +24.7% | -31.3% | +56.0% | +18.8% |
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