+5.9%
TSEM vs BRO
+11,024.9%
-11,019.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -4.9% | -7.3% | +2.5% | -3.3% |
| 30D | -18.7% | -6.9% | -11.9% | -17.7% |
| 3M | -18.1% | +10.7% | -28.8% | -21.4% |
| 6M | +77.1% | -2.7% | +79.8% | +74.3% |
| YTD | +80.1% | -16.3% | +96.5% | +83.0% |
| 1Y | +220.4% | -29.1% | +249.5% | +238.7% |
| 3Y | +650.1% | -7.8% | +657.9% | +627.6% |
| 5Y | +628.9% | +18.7% | +610.1% | +548.2% |
| 10Y | +1,293.4% | +291.9% | +1,001.5% | +824.6% |
| All | +5.9% | +11,024.9% | -11,019.0% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling