+36.0%
TSM vs BROS
-18.6%
+54.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.4% |
| 7D | -10.0% | +2.5% | -12.4% | -10.3% |
| 30D | -18.5% | +15.1% | -33.6% | -20.5% |
| 3M | -4.9% | -31.4% | +26.5% | +1.3% |
| 6M | -1.0% | -22.6% | +21.6% | +0.9% |
| YTD | +31.3% | -28.1% | +59.4% | +31.8% |
| 1Y | +36.0% | -20.3% | +56.3% | +35.0% |
| All | +36.0% | -18.6% | +54.6% | +35.0% |
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