+523.5%
TSEM vs BROS
+27.4%
+496.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +7.8% |
| 7D | +6.8% | -20.4% | +27.2% | +12.4% |
| 30D | -26.6% | -6.1% | -20.5% | -25.5% |
| 3M | -36.3% | -29.4% | -7.0% | -31.5% |
| 6M | -30.6% | -31.5% | +0.9% | -27.1% |
| YTD | +35.3% | -42.8% | +78.1% | +47.9% |
| 1Y | +59.2% | -37.5% | +96.7% | +69.6% |
| All | +523.5% | +27.4% | +496.2% | +478.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling