-48.8%
TE vs BROS
+35.1%
-83.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | +0.2% | -5.8% | +6.0% | +2.3% |
| 30D | -5.9% | -14.0% | +8.0% | -1.1% |
| 3M | -45.6% | -32.5% | -13.1% | -39.1% |
| 6M | -43.4% | -14.9% | -28.5% | -42.1% |
| YTD | -31.0% | -28.3% | -2.7% | -25.3% |
| 1Y | +145.2% | -34.0% | +179.2% | +172.0% |
| 3Y | -24.1% | +63.0% | -87.0% | -37.8% |
| All | -48.8% | +35.1% | -83.9% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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