+39.6%
TMUS vs BROS
+10.8%
+28.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.6% | -2.5% | +3.8% |
| 7D | +5.3% | -17.9% | +23.3% | +6.2% |
| 30D | +13.5% | -5.4% | +18.9% | +13.6% |
| 3M | -4.2% | -32.1% | +27.8% | -2.8% |
| 6M | -11.9% | -31.7% | +19.8% | -10.9% |
| YTD | -15.6% | -41.2% | +25.6% | -14.2% |
| 1Y | -16.8% | -32.6% | +15.8% | -16.2% |
| 3Y | +20.8% | +32.7% | -11.9% | +13.9% |
| 5Y | +48.0% | -44.2% | +92.3% | +41.1% |
| All | +39.6% | +10.8% | +28.8% | +32.7% |
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