-16.5%
TMUS vs BROS
-12.6%
-3.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.4% |
| 7D | +0.1% | -6.7% | +6.8% | -0.4% |
| 30D | +5.3% | -29.1% | +34.3% | +2.8% |
| 3M | +3.1% | -16.7% | +19.8% | +1.8% |
| 6M | -16.5% | -11.6% | -4.8% | -16.7% |
| All | -16.5% | -12.6% | -3.9% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling