+220.4%
TSEM vs BRO
-27.7%
+248.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.5% |
| 7D | -4.9% | -7.3% | +2.5% | -11.3% |
| 30D | -18.7% | -6.9% | -11.9% | -23.3% |
| 3M | -18.1% | +10.7% | -28.8% | -8.8% |
| 6M | +77.1% | -2.7% | +79.8% | +91.4% |
| YTD | +80.1% | -16.3% | +96.5% | +82.7% |
| 1Y | +220.4% | -29.1% | +249.5% | +211.5% |
| All | +220.4% | -27.7% | +248.1% | +211.5% |
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