+310.8%
TMUS vs BRO
+488.1%
-177.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.2% |
| 7D | -5.3% | -7.6% | +2.3% | -1.5% |
| 30D | +0.1% | -6.9% | +7.0% | +3.6% |
| 3M | -0.6% | +12.8% | -13.4% | -6.9% |
| 6M | -17.5% | -5.9% | -11.7% | -16.0% |
| YTD | -11.3% | -15.9% | +4.6% | -4.7% |
| 1Y | -25.4% | -28.1% | +2.7% | -13.5% |
| 3Y | +35.5% | -7.0% | +42.5% | +33.9% |
| 5Y | +41.9% | +18.0% | +23.9% | +18.2% |
| 10Y | +317.8% | +293.9% | +23.9% | +64.7% |
| All | +310.8% | +488.1% | -177.3% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling