+5.0%
TEL vs BROS
-28.7%
+33.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.5% |
| 7D | +4.5% | +6.3% | -1.8% | +3.7% |
| 30D | +2.9% | -8.3% | +11.2% | +4.5% |
| 3M | +1.1% | -29.8% | +30.9% | +4.3% |
| 6M | +5.0% | -25.8% | +30.8% | +7.9% |
| All | +5.0% | -28.7% | +33.7% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling