+6.1%
TLT vs BROS
+32.8%
-26.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | -0.1% |
| 7D | +0.3% | -17.9% | +18.2% | +0.6% |
| 30D | +5.1% | -5.4% | +10.5% | +5.1% |
| 3M | -0.2% | -32.1% | +31.9% | +0.5% |
| 6M | -2.9% | -31.7% | +28.8% | -2.3% |
| YTD | -2.7% | -41.2% | +38.5% | -2.0% |
| 1Y | -4.6% | -32.6% | +28.0% | -4.1% |
| 3Y | +6.1% | +32.7% | -26.6% | +2.6% |
| All | +6.1% | +32.8% | -26.7% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling