+13,840.9%
TSM vs BRO
+5,301.4%
+8,539.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.1% |
| 7D | +4.8% | -7.6% | +12.4% | +7.8% |
| 30D | +4.0% | -6.9% | +10.9% | +6.5% |
| 3M | +2.0% | +12.8% | -10.8% | -4.5% |
| 6M | +25.5% | -5.9% | +31.4% | +25.2% |
| YTD | +44.0% | -15.9% | +59.9% | +49.2% |
| 1Y | +75.4% | -28.1% | +103.6% | +92.2% |
| 3Y | +406.7% | -7.0% | +413.8% | +386.1% |
| 5Y | +285.0% | +18.0% | +267.0% | +227.1% |
| 10Y | +1,815.4% | +293.9% | +1,521.5% | +874.4% |
| All | +13,840.9% | +5,301.4% | +8,539.4% | +3,021.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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