+27.0%
BROS vs TMF
-25.3%
+52.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -21.2% | +1.2% | -22.4% | -21.4% |
| 30D | -11.6% | +19.7% | -31.3% | -13.7% |
| 3M | -36.7% | -2.1% | -34.6% | -36.6% |
| 6M | -42.8% | -13.4% | -29.4% | -42.0% |
| YTD | -44.8% | -16.7% | -28.1% | -43.8% |
| 1Y | -36.5% | -23.3% | -13.2% | -35.0% |
| 3Y | +27.0% | -24.8% | +51.8% | +20.8% |
| All | +27.0% | -25.3% | +52.3% | +20.8% |
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