+609.1%
TSEM vs BROS
+41.2%
+567.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | +10.4% | -0.9% | +11.4% | +10.6% |
| 30D | -12.9% | -13.5% | +0.5% | -11.2% |
| 3M | -9.2% | -18.4% | +9.3% | -7.7% |
| 6M | +98.8% | -10.6% | +109.4% | +98.4% |
| YTD | +87.2% | -25.1% | +112.3% | +91.4% |
| 1Y | +239.0% | -28.6% | +267.6% | +247.9% |
| 3Y | +679.5% | +65.6% | +613.9% | +633.1% |
| All | +609.1% | +41.2% | +567.9% | +578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling