-21.2%
TMUS vs BROS
-18.6%
-2.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +3.1% |
| 7D | +7.5% | +2.5% | +5.0% | +7.6% |
| 30D | -3.3% | +15.1% | -18.4% | -2.5% |
| 3M | -9.7% | -31.4% | +21.7% | -13.2% |
| 6M | -17.2% | -22.6% | +5.4% | -19.2% |
| YTD | -20.3% | -28.1% | +7.8% | -21.9% |
| 1Y | -21.2% | -20.3% | -0.9% | -22.3% |
| All | -21.2% | -18.6% | -2.6% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling