+412.5%
TSEM vs BROS
+7.7%
+404.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +7.8% |
| 7D | +6.8% | -20.4% | +27.2% | +10.3% |
| 30D | -26.6% | -6.1% | -20.5% | -25.9% |
| 3M | -36.3% | -29.4% | -7.0% | -33.3% |
| 6M | -30.6% | -31.5% | +0.9% | -28.1% |
| YTD | +35.3% | -42.8% | +78.1% | +43.4% |
| 1Y | +59.2% | -37.5% | +96.7% | +66.5% |
| 3Y | +547.7% | +27.2% | +520.5% | +531.9% |
| 5Y | +337.5% | -47.0% | +384.5% | +334.6% |
| All | +412.5% | +7.7% | +404.8% | +408.3% |
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 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