+36.7%
TMUS vs BRO
-7.6%
+44.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +0.4% | -7.3% | +7.8% | +2.6% |
| 30D | +3.5% | -6.9% | +10.4% | +5.6% |
| 3M | -1.3% | +10.7% | -12.0% | -3.8% |
| 6M | -13.6% | -2.7% | -10.9% | -13.1% |
| YTD | -8.8% | -16.3% | +7.6% | -4.2% |
| 1Y | -22.9% | -29.1% | +6.2% | -15.0% |
| 3Y | +36.7% | -7.8% | +44.6% | +46.8% |
| All | +36.7% | -7.6% | +44.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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