-34.9%
TLT vs BROS
+43.3%
-78.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.2% |
| 7D | -0.4% | -6.7% | +6.2% | -0.3% |
| 30D | -0.6% | -29.1% | +28.5% | 0.0% |
| 3M | -2.7% | -16.7% | +14.0% | -2.5% |
| 6M | -5.6% | -11.6% | +6.0% | -5.5% |
| YTD | -2.8% | -23.9% | +21.1% | -2.5% |
| 1Y | -1.4% | -34.8% | +33.4% | -1.0% |
| 3Y | -1.6% | +62.1% | -63.7% | -3.2% |
| All | -34.9% | +43.3% | -78.2% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling