+41.6%
TMUS vs BROS
+3.7%
+37.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.5% |
| 7D | +6.5% | -2.5% | +9.0% | +6.6% |
| 30D | +11.3% | -11.2% | +22.5% | +11.7% |
| 3M | -2.9% | -33.9% | +31.0% | -1.3% |
| 6M | -10.5% | -33.5% | +23.0% | -9.4% |
| YTD | -14.4% | -44.9% | +30.5% | -12.7% |
| 1Y | -17.9% | -41.5% | +23.6% | -16.6% |
| 3Y | +21.9% | +22.4% | -0.6% | +15.4% |
| 5Y | +52.1% | -45.7% | +97.8% | +45.5% |
| All | +41.6% | +3.7% | +37.8% | +35.0% |
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