+621.7%
TSEM vs BRO
+17.6%
+604.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.6% |
| 7D | -4.9% | -7.3% | +2.5% | -5.6% |
| 30D | -18.7% | -6.9% | -11.9% | -19.3% |
| 3M | -18.1% | +10.7% | -28.8% | -18.3% |
| 6M | +77.1% | -2.7% | +79.8% | +79.3% |
| YTD | +80.1% | -16.3% | +96.5% | +85.4% |
| 1Y | +220.4% | -29.1% | +249.5% | +239.6% |
| 3Y | +650.1% | -7.8% | +657.9% | +631.3% |
| All | +621.7% | +17.6% | +604.0% | +556.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling