+84.4%
TSM vs BROS
-35.3%
+119.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.7% |
| 7D | +2.7% | -6.7% | +9.4% | +3.8% |
| 30D | +3.6% | -29.1% | +32.7% | +9.1% |
| 3M | -3.4% | -16.7% | +13.3% | -2.6% |
| 6M | +20.6% | -11.6% | +32.2% | +19.6% |
| YTD | +41.9% | -23.9% | +65.8% | +41.7% |
| 1Y | +84.4% | -34.8% | +119.2% | +68.0% |
| All | +84.4% | -35.3% | +119.7% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling