+80.5%
TSEM vs BRO
-3.6%
+84.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.5% | -13.2% | -3.8% |
| 7D | -23.1% | +12.4% | -35.6% | -11.7% |
| 30D | -40.4% | +21.6% | -62.0% | -24.9% |
| 3M | -37.9% | +4.3% | -42.2% | -32.5% |
| 6M | -30.8% | +29.2% | -60.0% | -5.4% |
| YTD | +26.7% | -6.4% | +33.1% | +48.4% |
| 1Y | +80.5% | -5.3% | +85.8% | +113.8% |
| All | +80.5% | -3.6% | +84.1% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling