-36.6%
TLT vs BROS
+10.5%
-47.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -0.5% |
| 7D | -3.1% | +6.3% | -9.4% | -3.2% |
| 30D | +1.0% | -8.3% | +9.4% | +1.1% |
| 3M | -2.7% | -29.8% | +27.1% | -2.2% |
| 6M | -4.1% | -25.8% | +21.7% | -3.8% |
| YTD | -5.4% | -41.4% | +36.0% | -4.7% |
| 1Y | -7.0% | -35.2% | +28.2% | -6.5% |
| 3Y | +2.8% | +32.8% | -29.9% | +1.5% |
| 5Y | -35.4% | -42.2% | +6.8% | -36.0% |
| All | -36.6% | +10.5% | -47.1% | -37.9% |
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 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