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  • TSEM vs BR✓SelectedUSD · BRTSEM vs BR performance historyLatest closeAs of-3.92%09/10
Stock and ETF performance explorer

TSEM vs BR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+617.0%
BR return
+7.7%
Excess return
+609.3%
Maximum drawdown
-55.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioBRExcessAlpha
1D-3.9%+0.1%-4.0%-3.9%
7D+0.9%-6.0%+6.9%+1.2%
30D-16.6%-0.9%-15.8%-16.7%
3M-10.9%+16.4%-27.3%-12.3%
6M+78.0%-8.2%+86.2%+84.9%
YTD+77.2%-23.2%+100.4%+94.2%
1Y+207.6%-30.9%+238.5%+250.1%
3Y+637.8%-5.0%+642.8%+644.1%
5Y+617.0%+8.8%+608.2%+565.1%
All+617.0%+7.7%+609.3%+565.1%

Cumulative growth

Daily Returns

Daily percentage return beside BR.

Daily Out/Under-Performance

Portfolio return minus BR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BR 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 BR 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