-45.8%
TSEM vs BROS
-28.7%
-17.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.5% | -13.4% | -7.1% |
| 7D | +7.0% | +6.3% | +0.6% | +6.8% |
| 30D | -29.8% | -8.3% | -21.4% | -28.0% |
| 3M | -41.9% | -29.8% | -12.1% | -42.8% |
| 6M | -45.8% | -25.8% | -19.9% | -53.3% |
| All | -45.8% | -28.7% | -17.1% | -53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling