+207.6%
TSEM vs BROS
-33.2%
+240.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.5% | -3.5% |
| 7D | +0.9% | -6.1% | +7.0% | +1.8% |
| 30D | -16.6% | -12.4% | -4.3% | -15.2% |
| 3M | -10.9% | -27.9% | +17.0% | -9.7% |
| 6M | +78.0% | -16.8% | +94.8% | +71.4% |
| YTD | +77.2% | -29.0% | +106.2% | +81.1% |
| 1Y | +207.6% | -33.2% | +240.8% | +191.9% |
| All | +207.6% | -33.2% | +240.7% | +191.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling