-78.8%
TE vs BROS
+10.5%
-89.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.5% | -9.5% | -5.3% |
| 7D | -19.1% | +6.3% | -25.4% | -20.9% |
| 30D | -34.1% | -8.3% | -25.8% | -32.2% |
| 3M | -60.1% | -29.8% | -30.3% | -55.3% |
| 6M | -66.0% | -25.8% | -40.1% | -63.2% |
| YTD | -71.4% | -41.4% | -30.0% | -67.0% |
| 1Y | -45.3% | -35.2% | -10.1% | -39.3% |
| 3Y | +9.1% | +32.8% | -23.6% | -4.2% |
| 5Y | -82.6% | -42.2% | -40.4% | -83.5% |
| All | -78.8% | +10.5% | -89.3% | -79.3% |
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