-82.0%
TE vs BROS
-49.1%
-32.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.7% | -3.8% | -6.0% |
| 7D | -13.6% | -2.5% | -11.1% | -12.8% |
| 30D | -37.7% | -11.2% | -26.4% | -34.7% |
| 3M | -59.8% | -33.9% | -25.9% | -52.8% |
| 6M | -66.3% | -33.5% | -32.8% | -61.5% |
| YTD | -70.5% | -44.9% | -25.6% | -64.3% |
| 1Y | -48.8% | -41.5% | -7.3% | -39.9% |
| 3Y | +31.3% | +22.4% | +8.9% | +11.7% |
| 5Y | -82.0% | -45.7% | -36.4% | -79.4% |
| All | -82.0% | -49.1% | -32.9% | -79.4% |
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