-42.6%
BROS vs TMF
-88.6%
+46.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.4% | +7.9% | +6.6% |
| 7D | +6.3% | -9.3% | +15.6% | +7.3% |
| 30D | -8.3% | +1.9% | -10.3% | -8.6% |
| 3M | -29.8% | -11.2% | -18.6% | -29.1% |
| 6M | -25.8% | -17.7% | -8.1% | -24.5% |
| YTD | -41.4% | -24.5% | -16.9% | -39.9% |
| 1Y | -35.2% | -29.4% | -5.7% | -33.3% |
| 3Y | +32.8% | -33.4% | +66.2% | +35.4% |
| All | -42.6% | -88.6% | +46.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling