+46.8%
TMUS vs BROS
+38.3%
+8.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.3% |
| 7D | -5.3% | -6.6% | +1.3% | -5.0% |
| 30D | +0.1% | -12.3% | +12.4% | +0.6% |
| 3M | -0.6% | -22.2% | +21.6% | +0.2% |
| 6M | -17.5% | -14.3% | -3.3% | -17.4% |
| YTD | -11.3% | -26.6% | +15.3% | -10.5% |
| 1Y | -25.4% | -31.5% | +6.1% | -24.6% |
| 3Y | +35.5% | +62.3% | -26.7% | +26.8% |
| All | +46.8% | +38.3% | +8.4% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling