-45.5%
TE vs BROS
+38.3%
-83.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.3% |
| 7D | +15.0% | -6.6% | +21.6% | +17.5% |
| 30D | -7.5% | -12.3% | +4.8% | -3.7% |
| 3M | -42.0% | -22.2% | -19.8% | -38.3% |
| 6M | -31.4% | -14.3% | -17.1% | -30.1% |
| YTD | -26.5% | -26.6% | +0.1% | -21.1% |
| 1Y | +153.1% | -31.5% | +184.6% | +177.0% |
| 3Y | -20.7% | +62.3% | -82.9% | -35.2% |
| All | -45.5% | +38.3% | -83.8% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling