-35.4%
TLT vs BROS
+7.7%
-43.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.0% | -20.4% | +19.4% | -0.7% |
| 30D | +4.1% | -6.1% | +10.2% | +4.2% |
| 3M | -0.4% | -29.4% | +29.0% | +0.2% |
| 6M | -3.2% | -31.5% | +28.4% | -2.6% |
| YTD | -3.5% | -42.8% | +39.3% | -2.8% |
| 1Y | -5.8% | -37.5% | +31.7% | -5.3% |
| 3Y | +4.6% | +27.2% | -22.6% | +3.3% |
| 5Y | -34.4% | -47.0% | +12.6% | -35.0% |
| All | -35.4% | +7.7% | -43.1% | -36.6% |
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 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