+288.7%
TSM vs BROS
+38.3%
+250.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | +4.8% | -6.6% | +11.4% | +5.9% |
| 30D | +4.0% | -12.3% | +16.4% | +6.0% |
| 3M | +2.0% | -22.2% | +24.2% | +5.0% |
| 6M | +25.5% | -14.3% | +39.8% | +27.1% |
| YTD | +44.0% | -26.6% | +70.6% | +48.8% |
| 1Y | +75.4% | -31.5% | +106.9% | +82.4% |
| 3Y | +406.7% | +62.3% | +344.5% | +354.2% |
| All | +288.7% | +38.3% | +250.4% | +255.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling