+47.5%
TMUS vs BRO
+17.6%
+29.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +0.4% | -7.3% | +7.8% | +2.8% |
| 30D | +3.5% | -6.9% | +10.4% | +5.7% |
| 3M | -1.3% | +10.7% | -12.0% | -4.3% |
| 6M | -13.6% | -2.7% | -10.9% | -13.2% |
| YTD | -8.8% | -16.3% | +7.6% | -4.1% |
| 1Y | -22.9% | -29.1% | +6.2% | -14.8% |
| 3Y | +36.7% | -7.8% | +44.6% | +38.8% |
| All | +47.5% | +17.6% | +29.9% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling