+582.3%
TSEM vs BROS
+35.1%
+547.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | -4.9% | -5.8% | +0.9% | -4.1% |
| 30D | -18.7% | -14.0% | -4.8% | -17.1% |
| 3M | -18.1% | -32.5% | +14.4% | -14.4% |
| 6M | +77.1% | -14.9% | +92.0% | +78.0% |
| YTD | +80.1% | -28.3% | +108.4% | +85.3% |
| 1Y | +220.4% | -34.0% | +254.4% | +232.6% |
| 3Y | +650.1% | +63.0% | +587.1% | +608.4% |
| All | +582.3% | +35.1% | +547.2% | +556.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling