+41.0%
TMUS vs BROS
-50.1%
+91.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.0% |
| 7D | +3.6% | -21.2% | +24.8% | +4.8% |
| 30D | -3.4% | -11.6% | +8.2% | -2.9% |
| 3M | -9.5% | -36.7% | +27.2% | -7.4% |
| 6M | -15.2% | -42.8% | +27.6% | -13.1% |
| YTD | -18.9% | -44.8% | +25.9% | -17.0% |
| 1Y | -17.7% | -36.5% | +18.8% | -16.7% |
| 3Y | +15.6% | +27.0% | -11.3% | +7.1% |
| All | +41.0% | -50.1% | +91.1% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling