+9.8%
TMO vs BROS
+35.1%
-25.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -0.6% | -5.8% | +5.1% | -0.1% |
| 30D | +1.1% | -14.0% | +15.1% | +2.5% |
| 3M | +28.3% | -32.5% | +60.8% | +32.5% |
| 6M | +23.3% | -14.9% | +38.2% | +24.2% |
| YTD | +5.5% | -28.3% | +33.7% | +7.7% |
| 1Y | +24.5% | -34.0% | +58.5% | +27.9% |
| 3Y | +19.6% | +63.0% | -43.4% | +10.2% |
| All | +9.8% | +35.1% | -25.3% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling